-8.0%
IEF vs MLM
+41.9%
-49.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -0.3% | -2.9% | +2.6% | -0.2% |
| 30D | -0.8% | -6.8% | +6.0% | -0.5% |
| 3M | -1.0% | -11.2% | +10.3% | -0.6% |
| 6M | -2.8% | -21.8% | +19.1% | -2.1% |
| YTD | -1.5% | -17.0% | +15.5% | -1.0% |
| 1Y | -0.4% | -16.4% | +15.9% | +0.1% |
| 3Y | +9.7% | +14.5% | -4.8% | +9.0% |
| All | -8.0% | +41.9% | -49.9% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling