-8.0%
IEF vs NDAQ
+68.2%
-76.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.9% | +1.7% | -3.6% | -2.0% |
| 30D | +1.1% | +16.2% | -15.1% | +0.6% |
| 3M | -1.9% | +14.0% | -15.9% | -2.4% |
| 6M | -2.4% | +22.3% | -24.6% | -3.0% |
| YTD | -3.0% | +13.0% | -16.0% | -3.4% |
| 1Y | -3.1% | +24.0% | -27.1% | -3.9% |
| 3Y | +10.7% | +117.1% | -106.4% | +7.2% |
| 5Y | -8.0% | +67.5% | -75.5% | -11.8% |
| All | -8.0% | +68.2% | -76.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling