-7.8%
IEF vs MOD
+1,086.9%
-1,094.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.0% | -0.2% |
| 7D | -2.0% | +40.4% | -42.4% | -2.0% |
| 30D | +0.7% | -14.0% | +14.7% | +0.7% |
| 3M | -2.5% | -33.3% | +30.9% | -2.4% |
| 6M | -2.6% | -51.4% | +48.9% | -2.5% |
| YTD | -3.2% | +1.6% | -4.8% | -3.0% |
| 1Y | -3.0% | +5.4% | -8.4% | -2.8% |
| 3Y | +10.5% | +191.0% | -180.5% | +11.1% |
| All | -7.8% | +1,086.9% | -1,094.7% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling