+127.2%
IEF vs PPG
+527.8%
-400.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.9% |
| 7D | -1.2% | -5.1% | +4.0% | -1.5% |
| 30D | -1.5% | -9.6% | +8.1% | -2.0% |
| 3M | -1.7% | -6.4% | +4.8% | -1.9% |
| 6M | -3.5% | +0.5% | -4.0% | -3.4% |
| YTD | -2.6% | +4.4% | -7.1% | -2.2% |
| 1Y | -2.4% | -0.9% | -1.5% | -2.2% |
| 3Y | +8.9% | -17.0% | +25.9% | +8.3% |
| 5Y | -9.2% | -23.7% | +14.4% | -10.0% |
| 10Y | +3.9% | +25.9% | -22.0% | +8.8% |
| All | +127.2% | +527.8% | -400.6% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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