+4.6%
IEF vs PEGA
+175.1%
-170.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | -0.3% | -6.1% | +5.8% | -0.3% |
| 30D | -0.6% | +6.4% | -7.0% | -0.6% |
| 3M | -1.0% | +2.9% | -3.9% | -1.0% |
| 6M | -3.1% | -23.8% | +20.8% | -3.1% |
| YTD | -1.9% | -41.1% | +39.2% | -1.9% |
| 1Y | -1.4% | -38.2% | +36.9% | -1.4% |
| 3Y | +9.8% | +49.8% | -40.1% | +9.8% |
| 5Y | -8.8% | -48.0% | +39.2% | -11.3% |
| All | +4.6% | +175.1% | -170.6% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling