+129.8%
IEF vs PAAS
+1,098.9%
-969.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | -0.8% | +6.8% | -7.6% | -0.9% |
| 3M | -1.0% | -2.9% | +1.9% | -1.0% |
| 6M | -2.8% | -16.4% | +13.7% | -2.7% |
| YTD | -1.5% | 0.0% | -1.5% | -1.6% |
| 1Y | -0.4% | +54.3% | -54.8% | -1.0% |
| 3Y | +9.7% | +230.7% | -221.0% | +8.0% |
| 5Y | -8.3% | +111.6% | -120.0% | -9.6% |
| 10Y | +4.6% | +211.7% | -207.1% | +2.7% |
| All | +129.8% | +1,098.9% | -969.1% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling