+129.8%
IEF vs PFG
+719.5%
-589.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | -0.3% | +5.5% | -5.8% | 0.0% |
| 30D | -0.8% | +2.4% | -3.1% | -0.7% |
| 3M | -1.0% | +13.6% | -14.6% | -0.4% |
| 6M | -2.8% | +27.9% | -30.6% | -1.7% |
| YTD | -1.5% | +35.6% | -37.0% | -0.1% |
| 1Y | -0.4% | +48.5% | -48.9% | +1.4% |
| 3Y | +9.7% | +66.9% | -57.2% | +12.5% |
| 5Y | -8.3% | +111.0% | -119.3% | -4.5% |
| 10Y | +4.6% | +244.5% | -239.9% | +13.2% |
| All | +129.8% | +719.5% | -589.6% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 all: compounded portfolio wealth divided by compounded PFG 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…
all analysis · Full analysis span regression · 6 months rolling