-7.1%
IEF vs PL
+20.8%
-27.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -0.2% |
| 7D | +0.1% | -6.8% | +6.9% | +0.1% |
| 30D | +3.1% | -29.3% | +32.4% | +3.2% |
| 3M | -0.5% | -44.8% | +44.3% | -0.2% |
| 6M | -1.6% | -68.4% | +66.7% | -1.2% |
| YTD | -1.6% | -36.4% | +34.8% | -1.5% |
| 1Y | -1.5% | +0.7% | -2.2% | -1.6% |
| 3Y | +12.4% | +455.3% | -442.9% | +10.2% |
| All | -7.1% | +20.8% | -27.9% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling