-2.6%
IEF vs MULL
-46.2%
+43.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | -0.2% |
| 7D | -2.0% | +24.5% | -26.5% | -2.0% |
| 30D | +0.7% | -35.5% | +36.2% | +0.8% |
| 3M | -2.5% | -44.8% | +42.3% | -2.4% |
| 6M | -2.6% | -45.5% | +42.9% | -3.3% |
| All | -2.6% | -46.2% | +43.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 6mo: compounded portfolio wealth divided by compounded MULL 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…
6mo analysis · Full analysis span regression · 6 months rolling