-8.8%
IEF vs NDAQ
+52.5%
-61.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -0.3% | -1.6% | +1.3% | -0.3% |
| 30D | -0.6% | -1.5% | +0.9% | -0.5% |
| 3M | -1.0% | +8.0% | -9.0% | -1.2% |
| 6M | -3.1% | +7.7% | -10.8% | -3.3% |
| YTD | -1.9% | -2.3% | +0.5% | -1.8% |
| 1Y | -1.4% | +0.6% | -1.9% | -1.4% |
| 3Y | +9.8% | +90.9% | -81.1% | +6.8% |
| 5Y | -8.8% | +52.5% | -61.3% | -11.4% |
| All | -8.8% | +52.5% | -61.3% | -11.4% |
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