-7.6%
IEF vs PTC
+61.7%
-69.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.2% | +1.3% | -1.4% | -0.2% |
| 30D | +1.8% | +1.1% | +0.7% | +1.8% |
| 3M | -1.2% | +30.1% | -31.3% | -1.6% |
| 6M | -2.5% | +34.0% | -36.5% | -3.0% |
| YTD | -2.5% | +12.8% | -15.3% | -2.6% |
| 1Y | -2.3% | +10.7% | -13.0% | -2.4% |
| 3Y | +11.3% | +29.6% | -18.4% | +10.4% |
| 5Y | -7.6% | +63.5% | -71.1% | -9.6% |
| All | -7.6% | +61.7% | -69.3% | -9.6% |
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