+93.1%
IEF vs PSKY
-42.6%
+135.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | +0.1% |
| 30D | -0.7% | +17.5% | -18.2% | -0.3% |
| 3M | -0.4% | +4.4% | -4.9% | -0.3% |
| 6M | -2.5% | -9.0% | +6.5% | -2.6% |
| YTD | -1.6% | -18.6% | +17.0% | -1.9% |
| 1Y | -1.3% | -27.7% | +26.4% | -1.8% |
| 3Y | +10.1% | -16.9% | +27.0% | +10.8% |
| 5Y | -8.3% | -70.3% | +62.0% | -10.4% |
| 10Y | +4.5% | -74.9% | +79.4% | +3.7% |
| All | +93.1% | -42.6% | +135.7% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling