+10.3%
IEF vs PL
+454.1%
-443.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | -0.3% | -9.3% | +9.0% | -0.3% |
| 30D | -0.8% | -18.9% | +18.1% | -0.7% |
| 3M | -1.0% | -58.4% | +57.4% | -0.7% |
| 6M | -2.8% | -30.3% | +27.5% | -2.6% |
| YTD | -1.5% | -8.1% | +6.6% | -1.5% |
| 1Y | -0.4% | +180.5% | -180.9% | -1.0% |
| All | +10.3% | +454.1% | -443.8% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling