+4.7%
IEF vs P
+694.3%
-689.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | -0.3% |
| 7D | -0.3% | +5.0% | -5.3% | -0.3% |
| 30D | -0.6% | -0.9% | +0.4% | -0.6% |
| 3M | -1.0% | +38.7% | -39.6% | -0.6% |
| 6M | -3.1% | +54.4% | -57.4% | -2.6% |
| YTD | -1.9% | +44.8% | -46.7% | -1.4% |
| 1Y | -1.4% | +22.5% | -23.9% | -1.0% |
| 3Y | +9.8% | +148.2% | -138.4% | +11.4% |
| 5Y | -8.8% | +268.9% | -277.7% | -6.6% |
| 10Y | +4.7% | +696.9% | -692.2% | +10.0% |
| All | +4.7% | +694.3% | -689.6% | +10.0% |
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