+129.6%
IEF vs MTB
+472.0%
-342.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | +2.8% | -2.7% | +0.2% |
| 30D | -0.7% | -4.2% | +3.5% | -1.0% |
| 3M | -0.4% | +7.8% | -8.2% | 0.0% |
| 6M | -2.5% | +14.8% | -17.3% | -1.6% |
| YTD | -1.6% | +20.8% | -22.4% | -0.4% |
| 1Y | -1.3% | +23.1% | -24.4% | +0.1% |
| 3Y | +10.1% | +114.8% | -104.7% | +16.1% |
| 5Y | -8.3% | +103.3% | -111.6% | -2.7% |
| 10Y | +4.5% | +173.0% | -168.5% | +15.5% |
| All | +129.6% | +472.0% | -342.4% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling