+127.5%
IEF vs PAAS
+831.5%
-704.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +5.0% | -0.8% |
| 7D | -0.2% | +4.2% | -4.3% | -0.2% |
| 30D | +1.8% | -13.8% | +15.6% | +1.9% |
| 3M | -1.2% | -22.7% | +21.5% | -1.0% |
| 6M | -2.5% | -32.1% | +29.6% | -2.2% |
| YTD | -2.5% | -22.3% | +19.8% | -2.4% |
| 1Y | -2.3% | +7.7% | -9.9% | -2.5% |
| 3Y | +11.3% | +214.0% | -202.7% | +9.6% |
| 5Y | -7.6% | +63.2% | -70.8% | -8.7% |
| 10Y | +7.3% | +185.5% | -178.2% | +5.5% |
| All | +127.5% | +831.5% | -704.0% | +118.8% |
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 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