-3.1%
IEF vs PENG
+136.5%
-139.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -1.9% | +34.6% | -36.5% | -2.0% |
| 30D | +1.1% | -35.9% | +37.0% | +1.4% |
| 3M | -1.9% | -14.7% | +12.8% | -2.0% |
| 6M | -2.4% | +13.5% | -15.9% | -3.2% |
| YTD | -3.0% | +156.1% | -159.1% | -5.1% |
| 1Y | -3.1% | +141.3% | -144.5% | -5.1% |
| All | -3.1% | +136.5% | -139.7% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling