-7.1%
IEF vs PCOR
-19.6%
+12.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.1% | +22.7% | -22.6% | -0.2% |
| 30D | +3.1% | +37.5% | -34.4% | +2.6% |
| 3M | -0.5% | +35.2% | -35.7% | -0.9% |
| 6M | -1.6% | +42.2% | -43.9% | -2.2% |
| YTD | -1.6% | +3.6% | -5.1% | -1.8% |
| 1Y | -1.5% | -4.8% | +3.3% | -1.6% |
| 3Y | +12.4% | +48.3% | -35.9% | +11.0% |
| All | -7.1% | -19.6% | +12.5% | -8.8% |
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