+6.3%
IEF vs PR
+169.5%
-163.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.3% |
| 30D | -0.8% | +18.0% | -18.8% | -0.6% |
| 3M | -1.0% | +16.9% | -17.8% | -0.8% |
| 6M | -2.8% | +28.2% | -31.0% | -2.5% |
| YTD | -1.5% | +69.3% | -70.8% | -1.0% |
| 1Y | -0.4% | +69.5% | -69.9% | +0.1% |
| 3Y | +9.7% | +81.7% | -72.0% | +10.5% |
| 5Y | -8.3% | +422.2% | -430.6% | -6.6% |
| 10Y | +4.6% | +110.4% | -105.8% | +3.4% |
| All | +6.3% | +169.5% | -163.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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