+3.6%
IEF vs PSA
+102.6%
-99.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.3% | -1.8% | +0.5% | -1.3% |
| 30D | -1.7% | -8.4% | +6.6% | -1.4% |
| 3M | -2.5% | -7.8% | +5.3% | -2.2% |
| 6M | -3.3% | +0.8% | -4.1% | -3.3% |
| YTD | -2.8% | +16.5% | -19.3% | -3.5% |
| 1Y | -2.7% | +4.7% | -7.4% | -3.0% |
| 3Y | +8.9% | +21.1% | -12.1% | +8.0% |
| 5Y | -9.4% | +14.2% | -23.6% | -10.1% |
| All | +3.6% | +102.6% | -99.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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