-9.5%
IEF vs NOC
+58.2%
-67.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | -1.7% | -9.7% | +8.0% | -1.6% |
| 3M | -2.5% | -5.6% | +3.1% | -2.5% |
| 6M | -3.3% | -28.6% | +25.3% | -2.9% |
| YTD | -2.8% | -7.9% | +5.1% | -2.8% |
| 1Y | -2.7% | -9.5% | +6.8% | -2.7% |
| 3Y | +8.9% | +28.4% | -19.5% | +8.5% |
| All | -9.5% | +58.2% | -67.7% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling