+3.8%
IEF vs PTC
+200.2%
-196.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -1.2% | -14.2% | +13.0% | -1.3% |
| 30D | -1.5% | -14.4% | +13.0% | -1.6% |
| 3M | -1.7% | -4.7% | +3.0% | -1.7% |
| 6M | -3.5% | -19.3% | +15.8% | -3.6% |
| YTD | -2.6% | -26.1% | +23.5% | -2.8% |
| 1Y | -2.4% | -37.1% | +34.7% | -2.7% |
| 3Y | +8.9% | -10.4% | +19.3% | +9.1% |
| 5Y | -9.2% | +2.5% | -11.7% | -8.9% |
| All | +3.8% | +200.2% | -196.4% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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