+126.7%
IEF vs MTCH
+651.3%
-524.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | -1.3% | +1.3% | -2.6% | -1.3% |
| 30D | -1.7% | +15.9% | -17.6% | -1.5% |
| 3M | -2.5% | +23.3% | -25.8% | -2.1% |
| 6M | -3.3% | +40.1% | -43.4% | -2.5% |
| YTD | -2.8% | +33.6% | -36.4% | -2.2% |
| 1Y | -2.7% | +14.1% | -16.8% | -2.4% |
| 3Y | +8.9% | +1.4% | +7.5% | +9.3% |
| 5Y | -9.4% | -73.1% | +63.7% | -12.2% |
| 10Y | +3.7% | +204.8% | -201.1% | +13.8% |
| All | +126.7% | +651.3% | -524.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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