+126.3%
IEF vs NDAQ
+3,542.8%
-3,416.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.9% | +1.7% | -3.6% | -1.9% |
| 30D | +1.1% | +16.2% | -15.1% | +1.6% |
| 3M | -1.9% | +14.0% | -15.9% | -1.5% |
| 6M | -2.4% | +22.3% | -24.6% | -1.7% |
| YTD | -3.0% | +13.0% | -16.0% | -2.5% |
| 1Y | -3.1% | +24.0% | -27.1% | -2.3% |
| 3Y | +10.7% | +117.1% | -106.4% | +13.9% |
| 5Y | -8.0% | +67.5% | -75.5% | -6.0% |
| 10Y | +6.9% | +474.3% | -467.4% | +15.2% |
| All | +126.3% | +3,542.8% | -3,416.5% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling