+129.0%
IEF vs PBR
+3,368.0%
-3,239.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -0.6% | +17.5% | -18.1% | -0.1% |
| 3M | -1.0% | +20.9% | -21.9% | -0.5% |
| 6M | -3.1% | +20.2% | -23.3% | -2.5% |
| YTD | -1.9% | +84.3% | -86.1% | -0.2% |
| 1Y | -1.4% | +77.1% | -78.5% | +0.2% |
| 3Y | +9.8% | +100.8% | -91.0% | +12.2% |
| 5Y | -8.8% | +556.1% | -564.9% | -3.3% |
| 10Y | +4.7% | +676.1% | -671.4% | +14.0% |
| All | +129.0% | +3,368.0% | -3,239.0% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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