-2.9%
IEF vs PAAS
-2.2%
-0.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -1.9% | -7.0% | +5.1% | -1.8% |
| 30D | +1.1% | -15.3% | +16.4% | +1.4% |
| 3M | -1.9% | -27.7% | +25.8% | -1.4% |
| 6M | -2.4% | -40.5% | +38.1% | -1.6% |
| YTD | -3.0% | -26.5% | +23.5% | -2.4% |
| All | -2.9% | -2.2% | -0.6% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling