+7.8%
IEF vs PENG
+597.2%
-589.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.4% | -12.5% | 0.0% |
| 7D | +0.1% | -19.4% | +19.6% | 0.0% |
| 30D | +3.1% | -42.4% | +45.5% | +2.8% |
| 3M | -0.5% | -25.6% | +25.2% | -0.6% |
| 6M | -1.6% | +7.3% | -8.9% | -1.4% |
| YTD | -1.6% | +113.9% | -115.4% | -0.8% |
| 1Y | -1.5% | +93.6% | -95.0% | -0.7% |
| 3Y | +12.4% | +170.2% | -157.8% | +14.0% |
| 5Y | -7.5% | +44.2% | -51.7% | -6.7% |
| All | +7.8% | +597.2% | -589.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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