-8.8%
IEF vs PBF
+817.4%
-826.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | -0.6% | +15.8% | -16.4% | -0.3% |
| 3M | -1.0% | +90.3% | -91.3% | +0.4% |
| 6M | -3.1% | +102.8% | -105.9% | -1.5% |
| YTD | -1.9% | +187.3% | -189.2% | +0.4% |
| 1Y | -1.4% | +161.8% | -163.2% | +0.9% |
| 3Y | +9.8% | +55.5% | -45.7% | +11.6% |
| 5Y | -8.8% | +801.9% | -810.7% | -3.2% |
| All | -8.8% | +817.4% | -826.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling