+9.1%
IEF vs PSKY
-20.6%
+29.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.8% |
| 7D | -1.2% | -6.0% | +4.8% | -1.1% |
| 30D | -1.5% | +10.7% | -12.1% | -1.6% |
| 3M | -1.7% | +1.2% | -2.8% | -1.7% |
| 6M | -3.5% | +1.5% | -5.0% | -3.6% |
| YTD | -2.6% | -21.8% | +19.1% | -2.4% |
| 1Y | -2.4% | -30.2% | +27.8% | -2.1% |
| All | +9.1% | -20.6% | +29.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling