+7.3%
IEF vs PAAS
+168.2%
-161.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +5.0% | -0.7% |
| 7D | -0.2% | +4.2% | -4.3% | -0.3% |
| 30D | +1.8% | -13.8% | +15.6% | +2.2% |
| 3M | -1.2% | -22.7% | +21.5% | -0.6% |
| 6M | -2.5% | -32.1% | +29.6% | -1.7% |
| YTD | -2.5% | -22.3% | +19.8% | -2.2% |
| 1Y | -2.3% | +7.7% | -9.9% | -2.9% |
| 3Y | +11.3% | +214.0% | -202.7% | +6.3% |
| 5Y | -7.6% | +63.2% | -70.8% | -10.8% |
| 10Y | +7.3% | +185.5% | -178.2% | +0.2% |
| All | +7.3% | +168.2% | -161.0% | +0.2% |
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