+93.1%
IEF vs MKTX
+1,443.5%
-1,350.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -1.5% | +0.8% | -2.3% | -1.5% |
| 3M | -1.7% | +41.1% | -42.8% | -0.9% |
| 6M | -3.5% | -9.5% | +6.0% | -3.6% |
| YTD | -2.6% | -8.7% | +6.0% | -2.7% |
| 1Y | -2.4% | -10.0% | +7.6% | -2.5% |
| 3Y | +8.9% | -24.6% | +33.5% | +8.7% |
| 5Y | -9.2% | -60.3% | +51.0% | -10.7% |
| 10Y | +3.9% | +5.0% | -1.2% | +6.3% |
| All | +93.1% | +1,443.5% | -1,350.4% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling