+8.9%
IEF vs OMC
+10.5%
-1.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.3% | -4.4% | +3.0% | -1.2% |
| 30D | -1.7% | -7.6% | +5.9% | -1.6% |
| 3M | -2.5% | +4.5% | -7.1% | -2.6% |
| 6M | -3.3% | -0.3% | -3.0% | -3.3% |
| YTD | -2.8% | -0.1% | -2.7% | -2.9% |
| 1Y | -2.7% | +4.6% | -7.4% | -2.9% |
| 3Y | +8.9% | +10.5% | -1.6% | +7.4% |
| All | +8.9% | +10.5% | -1.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling