+7.3%
IEF vs PAAS
+205.7%
-198.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -2.0% | -8.9% | +6.9% | -1.7% |
| 30D | +0.7% | -11.4% | +12.1% | +1.0% |
| 3M | -2.5% | -20.4% | +18.0% | -2.0% |
| 6M | -2.6% | -40.7% | +38.1% | -1.4% |
| YTD | -3.2% | -26.9% | +23.7% | -2.8% |
| 1Y | -3.0% | -3.1% | 0.0% | -3.4% |
| 3Y | +10.5% | +199.3% | -188.7% | +5.7% |
| 5Y | -8.2% | +48.3% | -56.5% | -11.2% |
| All | +7.3% | +205.7% | -198.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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