-9.2%
IEF vs PSA
+13.0%
-22.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | -3.6% | +2.4% | -0.9% |
| 30D | -1.5% | -9.4% | +7.9% | -0.6% |
| 3M | -1.7% | -8.2% | +6.5% | -1.0% |
| 6M | -3.5% | -1.8% | -1.7% | -3.5% |
| YTD | -2.6% | +15.7% | -18.4% | -4.1% |
| 1Y | -2.4% | +6.3% | -8.7% | -3.2% |
| 3Y | +8.9% | +21.6% | -12.6% | +6.3% |
| 5Y | -9.2% | +13.5% | -22.7% | -11.1% |
| All | -9.2% | +13.0% | -22.3% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling