-7.8%
IEF vs PENG
+56.5%
-64.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.2% |
| 7D | -2.0% | +13.2% | -15.2% | -2.0% |
| 30D | +0.7% | -29.9% | +30.6% | +0.8% |
| 3M | -2.5% | -22.2% | +19.8% | -2.5% |
| 6M | -2.6% | -1.9% | -0.7% | -2.7% |
| YTD | -3.2% | +142.1% | -145.3% | -3.4% |
| 1Y | -3.0% | +151.5% | -154.6% | -3.3% |
| 3Y | +10.5% | +206.9% | -196.4% | +10.1% |
| All | -7.8% | +56.5% | -64.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling