+3.2%
IEF vs PLTU
+129.7%
-126.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.8% |
| 7D | -1.2% | -17.7% | +16.5% | -1.2% |
| 30D | -1.5% | -12.5% | +11.0% | -1.5% |
| 3M | -1.7% | +39.5% | -41.2% | -1.5% |
| 6M | -3.5% | -7.0% | +3.5% | -3.5% |
| YTD | -2.6% | -38.1% | +35.4% | -2.8% |
| 1Y | -2.4% | -36.0% | +33.6% | -2.4% |
| All | +3.2% | +129.7% | -126.5% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 10y: compounded portfolio wealth divided by compounded PLTU 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…
10y analysis · Full analysis span regression · 6 months rolling