+128.9%
IEF vs MLM
+1,743.5%
-1,614.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.2% |
| 7D | +0.1% | -4.1% | +4.2% | 0.0% |
| 30D | +3.1% | +8.2% | -5.1% | +3.4% |
| 3M | -0.8% | -3.6% | +2.8% | -0.9% |
| 6M | -2.0% | -15.6% | +13.6% | -2.5% |
| YTD | -1.9% | -16.4% | +14.5% | -2.4% |
| 1Y | -1.8% | -14.3% | +12.5% | -2.2% |
| 3Y | +12.0% | +19.3% | -7.3% | +13.3% |
| 5Y | -7.8% | +29.6% | -37.4% | -6.2% |
| 10Y | +4.8% | +189.9% | -185.1% | +12.6% |
| All | +128.9% | +1,743.5% | -1,614.7% | +177.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling