+129.6%
IEF vs PEG
+1,105.2%
-975.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | +1.0% | -1.0% | +0.1% |
| 30D | -0.7% | -1.9% | +1.1% | -0.8% |
| 3M | -0.4% | -3.7% | +3.2% | -0.5% |
| 6M | -2.5% | -9.4% | +6.9% | -2.7% |
| YTD | -1.6% | -6.0% | +4.4% | -1.7% |
| 1Y | -1.3% | -4.4% | +3.0% | -1.4% |
| 3Y | +10.1% | +33.5% | -23.4% | +11.2% |
| 5Y | -8.3% | +35.7% | -44.0% | -7.2% |
| 10Y | +4.5% | +140.4% | -135.9% | +9.1% |
| All | +129.6% | +1,105.2% | -975.6% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling