-5.9%
IEF vs PCOR
-33.1%
+27.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +0.1% | -6.9% | +7.0% | +0.1% |
| 30D | -0.7% | -1.5% | +0.8% | -0.7% |
| 3M | -0.4% | +18.5% | -18.9% | -0.7% |
| 6M | -2.5% | -4.7% | +2.2% | -2.5% |
| YTD | -1.6% | -22.8% | +21.2% | -1.4% |
| 1Y | -1.3% | -20.7% | +19.4% | -1.2% |
| 3Y | +10.1% | -14.6% | +24.7% | +9.7% |
| 5Y | -8.3% | -40.7% | +32.4% | -9.3% |
| All | -5.9% | -33.1% | +27.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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