+3.6%
IEF vs PNR
+66.2%
-62.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.3% | -6.0% | +4.7% | -1.4% |
| 30D | -1.7% | -14.0% | +12.2% | -1.9% |
| 3M | -2.5% | -21.7% | +19.2% | -2.8% |
| 6M | -3.3% | -37.3% | +34.0% | -3.7% |
| YTD | -2.8% | -45.1% | +42.3% | -3.5% |
| 1Y | -2.7% | -49.1% | +46.4% | -3.5% |
| 3Y | +8.9% | -14.8% | +23.7% | +9.2% |
| 5Y | -9.4% | -21.0% | +11.6% | -10.2% |
| All | +3.6% | +66.2% | -62.6% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling