+129.0%
IEF vs NI
+1,332.3%
-1,203.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.3% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | -0.6% | -0.3% | -0.3% | -0.6% |
| 3M | -1.0% | -9.5% | +8.5% | -1.3% |
| 6M | -3.1% | -10.2% | +7.2% | -3.3% |
| YTD | -1.9% | +1.8% | -3.6% | -1.8% |
| 1Y | -1.4% | +5.7% | -7.0% | -1.1% |
| 3Y | +9.8% | +69.6% | -59.8% | +11.9% |
| 5Y | -8.8% | +95.8% | -104.6% | -6.3% |
| 10Y | +4.7% | +145.1% | -140.4% | +9.9% |
| All | +129.0% | +1,332.3% | -1,203.3% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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