+9.7%
IEF vs P
+504.9%
-495.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | 0.0% |
| 7D | +0.3% | -9.6% | +9.9% | +0.2% |
| 30D | +2.7% | -33.4% | +36.1% | +2.3% |
| 3M | -0.8% | +14.2% | -15.0% | -0.6% |
| 6M | -1.7% | +31.6% | -33.2% | -1.3% |
| YTD | -1.6% | +53.5% | -55.1% | -1.0% |
| 1Y | -1.6% | +14.2% | -15.7% | -1.2% |
| 3Y | +12.4% | +190.5% | -178.1% | +14.4% |
| 5Y | -7.6% | +256.3% | -263.9% | -5.3% |
| 10Y | +7.6% | +707.9% | -700.3% | +13.1% |
| All | +9.7% | +504.9% | -495.3% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling