+129.8%
IEF vs PTC
+1,679.4%
-1,549.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | -0.2% |
| 7D | -0.3% | -10.3% | +10.0% | -0.6% |
| 30D | -0.8% | +1.1% | -1.9% | -0.7% |
| 3M | -1.0% | +1.6% | -2.6% | -0.8% |
| 6M | -2.8% | -13.5% | +10.7% | -3.1% |
| YTD | -1.5% | -19.1% | +17.6% | -2.0% |
| 1Y | -0.4% | -33.9% | +33.4% | -1.6% |
| 3Y | +9.7% | -3.9% | +13.6% | +10.0% |
| 5Y | -8.3% | +6.0% | -14.4% | -7.4% |
| 10Y | +4.6% | +223.7% | -219.1% | +11.9% |
| All | +129.8% | +1,679.4% | -1,549.6% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling