+7.6%
IEF vs MOD
+1,005.7%
-998.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.9% | -9.9% | 0.0% |
| 7D | +0.3% | -13.9% | +14.3% | +0.2% |
| 30D | +2.7% | -41.5% | +44.2% | +2.2% |
| 3M | -0.8% | -45.7% | +45.0% | -1.3% |
| 6M | -1.7% | -61.1% | +59.5% | -2.4% |
| YTD | -1.6% | -20.5% | +18.9% | -1.5% |
| 1Y | -1.6% | -32.1% | +30.6% | -1.5% |
| 3Y | +12.4% | +146.5% | -134.1% | +15.3% |
| 5Y | -7.6% | +812.7% | -820.3% | -2.2% |
| 10Y | +7.6% | +966.8% | -959.3% | +14.8% |
| All | +7.6% | +1,005.7% | -998.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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