+3.8%
IEF vs PBF
+367.4%
-363.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.2% | +2.3% | -3.5% | -1.1% |
| 30D | -1.5% | +11.6% | -13.0% | -1.2% |
| 3M | -1.7% | +81.7% | -83.4% | -0.5% |
| 6M | -3.5% | +96.4% | -100.0% | -2.1% |
| YTD | -2.6% | +189.5% | -192.1% | -0.5% |
| 1Y | -2.4% | +180.7% | -183.1% | -0.2% |
| 3Y | +8.9% | +56.6% | -47.7% | +10.7% |
| 5Y | -9.2% | +802.0% | -811.2% | -4.2% |
| All | +3.8% | +367.4% | -363.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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