+129.6%
IEF vs MLM
+1,743.5%
-1,613.9%
-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 | -0.5% | -3.6% | +3.1% | -0.6% |
| 6M | -1.6% | -15.6% | +13.9% | -2.2% |
| YTD | -1.6% | -16.4% | +14.9% | -2.1% |
| 1Y | -1.5% | -14.3% | +12.9% | -1.9% |
| 3Y | +12.4% | +19.3% | -6.9% | +13.7% |
| 5Y | -7.5% | +29.6% | -37.1% | -5.9% |
| 10Y | +5.2% | +189.9% | -184.8% | +13.0% |
| All | +129.6% | +1,743.5% | -1,613.9% | +178.8% |
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