-7.6%
IEF vs P
+256.2%
-263.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.1% |
| 7D | +0.3% | -9.6% | +9.9% | +0.3% |
| 30D | +2.7% | -33.4% | +36.1% | +2.7% |
| 3M | -0.8% | +14.2% | -15.0% | -0.8% |
| 6M | -1.7% | +31.6% | -33.2% | -1.8% |
| YTD | -1.6% | +53.5% | -55.1% | -1.8% |
| 1Y | -1.6% | +14.2% | -15.7% | -1.7% |
| 3Y | +12.4% | +190.5% | -178.1% | +11.3% |
| 5Y | -7.6% | +256.3% | -263.9% | -8.3% |
| All | -7.6% | +256.2% | -263.8% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling