+7.3%
IEF vs PRU
+107.2%
-99.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.8% |
| 7D | -0.2% | +3.8% | -3.9% | +0.1% |
| 30D | +1.8% | +9.0% | -7.2% | +2.3% |
| 3M | -1.2% | +2.1% | -3.3% | -1.0% |
| 6M | -2.5% | +25.4% | -27.9% | -1.2% |
| YTD | -2.5% | +13.5% | -16.0% | -1.7% |
| 1Y | -2.3% | +21.3% | -23.6% | -1.1% |
| 3Y | +11.3% | +55.1% | -43.8% | +15.0% |
| 5Y | -7.6% | +43.6% | -51.2% | -4.5% |
| 10Y | +7.3% | +99.2% | -92.0% | +16.5% |
| All | +7.3% | +107.2% | -99.9% | +16.5% |
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