-8.3%
IEF vs PTC
+1.8%
-10.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | 0.0% |
| 7D | +0.1% | -12.8% | +12.9% | +0.3% |
| 30D | -0.7% | -9.8% | +9.1% | -0.6% |
| 3M | -0.4% | -2.1% | +1.6% | -0.5% |
| 6M | -2.5% | -18.1% | +15.6% | -2.2% |
| YTD | -1.6% | -23.5% | +21.9% | -1.2% |
| 1Y | -1.3% | -37.4% | +36.0% | -0.5% |
| 3Y | +10.1% | -7.2% | +17.3% | +9.8% |
| 5Y | -8.3% | +2.7% | -11.0% | -10.1% |
| All | -8.3% | +1.8% | -10.1% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling