+129.0%
IEF vs PNR
+515.4%
-386.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.4% |
| 7D | -0.3% | -3.9% | +3.6% | -0.5% |
| 30D | -0.6% | -13.8% | +13.2% | -1.2% |
| 3M | -1.0% | -22.5% | +21.5% | -2.0% |
| 6M | -3.1% | -37.2% | +34.1% | -4.9% |
| YTD | -1.9% | -44.2% | +42.3% | -4.2% |
| 1Y | -1.4% | -46.6% | +45.3% | -3.9% |
| 3Y | +9.8% | -12.5% | +22.3% | +9.9% |
| 5Y | -8.8% | -19.3% | +10.5% | -9.0% |
| 10Y | +4.7% | +67.5% | -62.8% | +11.0% |
| All | +129.0% | +515.4% | -386.5% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling