-7.8%
IEF vs PCOR
-11.9%
+4.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -2.0% | +3.0% | -5.0% | -2.0% |
| 30D | +0.7% | +38.7% | -38.0% | +0.2% |
| 3M | -2.5% | +24.9% | -27.3% | -2.8% |
| 6M | -2.6% | +68.8% | -71.3% | -3.3% |
| YTD | -3.2% | +6.7% | -9.9% | -3.5% |
| 1Y | -3.0% | +3.0% | -6.0% | -3.3% |
| 3Y | +10.5% | +48.6% | -38.1% | +9.2% |
| All | -7.8% | -11.9% | +4.1% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling