+7.3%
IEF vs PRU
+99.2%
-91.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.1% |
| 7D | -2.0% | +3.6% | -5.6% | -1.8% |
| 30D | +0.7% | +8.9% | -8.2% | +1.2% |
| 3M | -2.5% | +0.2% | -2.7% | -2.4% |
| 6M | -2.6% | +23.7% | -26.3% | -1.3% |
| YTD | -3.2% | +13.7% | -16.9% | -2.4% |
| 1Y | -3.0% | +20.6% | -23.7% | -1.9% |
| 3Y | +10.5% | +56.3% | -45.8% | +14.2% |
| 5Y | -8.2% | +42.3% | -50.5% | -5.2% |
| All | +7.3% | +99.2% | -91.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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