+5.7%
IEF vs MULL
+2,620.5%
-2,614.8%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.3% |
| 7D | -0.3% | +14.8% | -15.1% | -0.3% |
| 30D | -0.6% | +36.6% | -37.1% | -0.6% |
| 3M | -1.0% | -8.9% | +7.9% | -1.0% |
| 6M | -3.1% | +311.9% | -315.0% | -2.4% |
| YTD | -1.9% | +579.8% | -581.7% | -0.9% |
| 1Y | -1.4% | +2,421.5% | -2,422.9% | +0.4% |
| All | +5.7% | +2,620.5% | -2,614.8% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling