+3.6%
IEF vs MTB
+173.8%
-170.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -1.7% | -4.8% | +3.1% | -2.0% |
| 3M | -2.5% | +6.0% | -8.5% | -2.2% |
| 6M | -3.3% | +19.6% | -22.9% | -2.3% |
| YTD | -2.8% | +21.5% | -24.3% | -1.7% |
| 1Y | -2.7% | +24.7% | -27.4% | -1.4% |
| 3Y | +8.9% | +108.6% | -99.7% | +14.2% |
| 5Y | -9.4% | +106.7% | -116.1% | -3.9% |
| All | +3.6% | +173.8% | -170.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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