+126.7%
IEF vs NYT
+102.0%
+24.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.4% |
| 30D | -1.7% | +4.6% | -6.3% | -1.6% |
| 3M | -2.5% | -9.6% | +7.1% | -2.8% |
| 6M | -3.3% | -14.0% | +10.7% | -3.7% |
| YTD | -2.8% | -2.8% | 0.0% | -2.8% |
| 1Y | -2.7% | +15.6% | -18.3% | -2.1% |
| 3Y | +8.9% | +56.3% | -47.4% | +11.1% |
| 5Y | -9.4% | +39.5% | -48.9% | -7.8% |
| 10Y | +3.7% | +488.0% | -484.4% | +14.0% |
| All | +126.7% | +102.0% | +24.7% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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