+7.0%
IEF vs NTR
+98.7%
-91.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -1.2% | -2.5% | +1.3% | -1.2% |
| 30D | -1.5% | +17.0% | -18.5% | -1.1% |
| 3M | -1.7% | +22.2% | -23.9% | -1.2% |
| 6M | -3.5% | +5.2% | -8.7% | -3.3% |
| YTD | -2.6% | +29.7% | -32.3% | -2.0% |
| 1Y | -2.4% | +39.4% | -41.8% | -1.6% |
| 3Y | +8.9% | +38.2% | -29.3% | +9.8% |
| 5Y | -9.2% | +47.6% | -56.9% | -7.2% |
| All | +7.0% | +98.7% | -91.7% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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