-8.0%
IEF vs PL
+33.5%
-41.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | -1.9% | +22.3% | -24.2% | -2.0% |
| 30D | +1.1% | -8.3% | +9.4% | +1.1% |
| 3M | -1.9% | -43.3% | +41.3% | -1.7% |
| 6M | -2.4% | -65.8% | +63.5% | -2.0% |
| YTD | -3.0% | -29.5% | +26.5% | -3.0% |
| 1Y | -3.1% | +11.7% | -14.9% | -3.3% |
| 3Y | +10.7% | +540.6% | -529.9% | +8.5% |
| 5Y | -8.0% | +32.9% | -40.9% | -10.3% |
| All | -8.0% | +33.5% | -41.5% | -10.3% |
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