+12.4%
IEF vs PAAS
+182.2%
-169.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +0.1% | +8.4% | -8.3% | 0.0% |
| 30D | +3.1% | -7.2% | +10.3% | +3.2% |
| 3M | -0.5% | -14.0% | +13.5% | -0.3% |
| 6M | -1.6% | -26.8% | +25.1% | -1.3% |
| YTD | -1.6% | -19.8% | +18.2% | -1.4% |
| 1Y | -1.5% | +22.8% | -24.3% | -1.8% |
| 3Y | +12.4% | +183.6% | -171.2% | +7.8% |
| All | +12.4% | +182.2% | -169.7% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling