+7.7%
IEF vs PENG
+661.7%
-653.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.3% | -9.3% | 0.0% |
| 7D | +0.3% | -3.8% | +4.1% | +0.3% |
| 30D | +2.7% | -40.1% | +42.8% | +2.5% |
| 3M | -0.8% | -21.8% | +21.0% | -0.8% |
| 6M | -1.7% | +3.3% | -5.0% | -1.4% |
| YTD | -1.6% | +133.6% | -135.3% | -0.8% |
| 1Y | -1.6% | +110.7% | -112.3% | -0.8% |
| 3Y | +12.4% | +204.3% | -191.9% | +14.0% |
| 5Y | -7.6% | +54.4% | -62.0% | -6.7% |
| All | +7.7% | +661.7% | -653.9% | +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