+7.8%
IEF vs P
+686.0%
-678.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | 0.0% |
| 7D | -0.8% | -4.7% | +3.9% | -0.8% |
| 30D | +2.0% | -31.4% | +33.5% | +1.8% |
| 3M | -1.1% | -2.6% | +1.6% | -1.0% |
| 6M | -1.9% | +21.9% | -23.9% | -1.7% |
| YTD | -2.2% | +58.9% | -61.2% | -1.7% |
| 1Y | -2.3% | +21.7% | -24.1% | -2.0% |
| 3Y | +11.6% | +193.3% | -181.7% | +13.3% |
| 5Y | -7.1% | +275.1% | -282.2% | -5.0% |
| 10Y | +7.8% | +655.3% | -647.5% | +12.7% |
| All | +7.8% | +686.0% | -678.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling