+3.8%
IEF vs PEGA
+180.6%
-176.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.8% |
| 7D | -1.2% | -5.3% | +4.1% | -1.2% |
| 30D | -1.5% | +8.3% | -9.8% | -1.5% |
| 3M | -1.7% | +8.9% | -10.6% | -1.7% |
| 6M | -3.5% | -19.7% | +16.2% | -3.5% |
| YTD | -2.6% | -39.9% | +37.3% | -2.7% |
| 1Y | -2.4% | -36.4% | +34.0% | -2.4% |
| 3Y | +8.9% | +52.8% | -43.9% | +9.0% |
| 5Y | -9.2% | -45.7% | +36.4% | -11.7% |
| All | +3.8% | +180.6% | -176.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PEGA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling