+125.9%
IEF vs NDAQ
+3,536.7%
-3,410.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.0% | +1.3% | -3.2% | -1.9% |
| 30D | +0.7% | +18.0% | -17.2% | +1.2% |
| 3M | -2.5% | +11.5% | -14.0% | -2.1% |
| 6M | -2.6% | +21.1% | -23.6% | -1.9% |
| YTD | -3.2% | +12.8% | -16.0% | -2.7% |
| 1Y | -3.0% | +25.7% | -28.7% | -2.2% |
| 3Y | +10.5% | +116.8% | -106.3% | +13.7% |
| 5Y | -8.2% | +67.3% | -75.4% | -6.2% |
| 10Y | +6.7% | +473.3% | -466.6% | +14.9% |
| All | +125.9% | +3,536.7% | -3,410.9% | +160.1% |
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