-7.8%
IEF vs NOC
+65.6%
-73.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.0% | +4.8% | -6.8% | -2.0% |
| 30D | +0.7% | +11.0% | -10.3% | +0.6% |
| 3M | -2.5% | -3.8% | +1.3% | -2.5% |
| 6M | -2.6% | +0.6% | -3.2% | -2.6% |
| YTD | -3.2% | -2.3% | -0.9% | -3.2% |
| 1Y | -3.0% | +0.3% | -3.3% | -3.1% |
| 3Y | +10.5% | +24.6% | -14.1% | +10.1% |
| All | -7.8% | +65.6% | -73.4% | -7.4% |
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