-1.4%
IEF vs PL
+8.6%
-10.1%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.5% | -14.6% | -0.1% |
| 7D | +0.3% | +10.9% | -10.6% | +0.3% |
| 30D | +2.7% | -16.4% | +19.0% | +2.8% |
| 3M | -0.8% | -39.9% | +39.2% | -0.6% |
| 6M | -1.7% | -63.2% | +61.5% | -1.3% |
| YTD | -1.6% | -27.1% | +25.5% | -0.9% |
| All | -1.4% | +8.6% | -10.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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