+129.6%
IEF vs NOC
+1,664.2%
-1,534.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | -0.1% |
| 30D | -0.7% | -8.9% | +8.1% | -1.2% |
| 3M | -0.4% | -3.7% | +3.2% | -0.6% |
| 6M | -2.5% | -30.8% | +28.3% | -4.2% |
| YTD | -1.6% | -7.9% | +6.4% | -1.8% |
| 1Y | -1.3% | -9.4% | +8.1% | -1.6% |
| 3Y | +10.1% | +29.0% | -18.9% | +12.3% |
| 5Y | -8.3% | +56.1% | -64.4% | -4.8% |
| 10Y | +4.5% | +186.3% | -181.8% | +15.0% |
| All | +129.6% | +1,664.2% | -1,534.6% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NOC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling