+15.9%
IEF vs PBF
+303.9%
-287.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | -0.3% | +4.3% | -4.6% | -0.2% |
| 30D | -0.8% | +22.0% | -22.8% | -0.4% |
| 3M | -1.0% | +74.5% | -75.5% | +0.1% |
| 6M | -2.8% | +67.7% | -70.4% | -1.7% |
| YTD | -1.5% | +179.2% | -180.7% | +0.6% |
| 1Y | -0.4% | +170.0% | -170.4% | +1.7% |
| 3Y | +9.7% | +66.4% | -56.7% | +11.5% |
| 5Y | -8.3% | +764.5% | -772.8% | -3.4% |
| 10Y | +4.6% | +358.5% | -353.9% | +11.0% |
| All | +15.9% | +303.9% | -287.9% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling