+10.7%
IEF vs PBF
+79.2%
-68.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | -1.9% | +4.3% | -6.2% | -1.8% |
| 30D | +1.1% | -21.8% | +22.9% | +0.7% |
| 3M | -1.9% | +1.7% | -3.7% | -1.8% |
| 6M | -2.4% | +69.8% | -72.2% | -1.2% |
| YTD | -3.0% | +167.7% | -170.8% | -1.2% |
| 1Y | -3.1% | +89.0% | -92.1% | -1.7% |
| All | +10.7% | +79.2% | -68.5% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling