-7.8%
IEF vs PEG
+43.5%
-51.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -2.0% | +4.5% | -6.5% | -2.3% |
| 30D | +0.7% | +7.5% | -6.8% | +0.2% |
| 3M | -2.5% | +0.8% | -3.3% | -2.6% |
| 6M | -2.6% | 0.0% | -2.6% | -2.6% |
| YTD | -3.2% | -3.0% | -0.2% | -3.1% |
| 1Y | -3.0% | -4.7% | +1.7% | -2.8% |
| 3Y | +10.5% | +36.5% | -25.9% | +7.0% |
| All | -7.8% | +43.5% | -51.3% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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