+3.6%
IEF vs MLM
+213.9%
-210.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.4% |
| 30D | -1.7% | -6.1% | +4.3% | -1.8% |
| 3M | -2.5% | -9.7% | +7.2% | -2.6% |
| 6M | -3.3% | -14.4% | +11.1% | -3.4% |
| YTD | -2.8% | -17.7% | +14.9% | -3.0% |
| 1Y | -2.7% | -18.7% | +16.0% | -2.9% |
| 3Y | +8.9% | +18.1% | -9.2% | +9.6% |
| 5Y | -9.4% | +42.3% | -51.7% | -8.2% |
| All | +3.6% | +213.9% | -210.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling