-2.0%
IEF vs PNR
-31.2%
+29.2%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.4% |
| 7D | +0.9% | +11.9% | -11.0% | +0.5% |
| 30D | +3.1% | +37.1% | -34.1% | +2.0% |
| 3M | -1.4% | +5.7% | -7.1% | -1.7% |
| 6M | -1.6% | -5.7% | +4.1% | -1.7% |
| YTD | -2.1% | -29.8% | +27.7% | -1.9% |
| 1Y | -2.0% | -31.8% | +29.8% | -1.7% |
| All | -2.0% | -31.2% | +29.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling