-2.3%
IEF vs PL
+8.1%
-10.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -0.2% | +5.6% | -5.8% | -0.2% |
| 30D | +2.1% | -16.9% | +19.1% | +2.2% |
| 3M | -0.9% | -38.2% | +37.4% | -0.7% |
| 6M | -2.2% | -63.4% | +61.3% | -1.8% |
| YTD | -2.2% | -27.6% | +25.5% | -1.5% |
| All | -2.3% | +8.1% | -10.4% | -1.7% |
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