-2.4%
IEF vs PTC
-37.0%
+34.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.2% | -14.2% | +13.0% | -1.2% |
| 30D | -1.5% | -14.4% | +13.0% | -1.5% |
| 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% | -3.2% |
| All | -2.4% | -37.0% | +34.6% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling