-8.0%
IEF vs PENG
+115.2%
-123.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.1% |
| 7D | -0.3% | +4.5% | -4.8% | -0.3% |
| 30D | -0.8% | -7.1% | +6.3% | -0.8% |
| 3M | -1.0% | -27.3% | +26.3% | -0.9% |
| 6M | -2.8% | +169.6% | -172.3% | -3.0% |
| YTD | -1.5% | +164.6% | -166.1% | -1.7% |
| 1Y | -0.4% | +109.5% | -109.9% | -0.7% |
| 3Y | +9.7% | +98.9% | -89.3% | +9.4% |
| All | -8.0% | +115.2% | -123.2% | -9.5% |
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