+129.0%
IEF vs PNC
+1,083.8%
-954.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -0.6% | -4.4% | +3.8% | -0.8% |
| 3M | -1.0% | +4.5% | -5.5% | -0.8% |
| 6M | -3.1% | +19.1% | -22.1% | -2.2% |
| YTD | -1.9% | +18.0% | -19.9% | -1.0% |
| 1Y | -1.4% | +24.1% | -25.4% | -0.2% |
| 3Y | +9.8% | +130.0% | -120.2% | +15.1% |
| 5Y | -8.8% | +50.4% | -59.2% | -6.2% |
| 10Y | +4.7% | +271.3% | -266.6% | +14.8% |
| All | +129.0% | +1,083.8% | -954.8% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 all: compounded portfolio wealth divided by compounded PNC 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…
all analysis · Full analysis span regression · 6 months rolling