+125.9%
IEF vs PTC
+2,373.2%
-2,247.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | +0.7% | +1.2% | -0.5% | +0.7% |
| 3M | -2.5% | +27.4% | -29.8% | -1.6% |
| 6M | -2.6% | +39.2% | -41.8% | -1.3% |
| YTD | -3.2% | +12.5% | -15.7% | -2.6% |
| 1Y | -3.0% | +12.3% | -15.3% | -2.4% |
| 3Y | +10.5% | +28.8% | -18.3% | +12.0% |
| 5Y | -8.2% | +60.9% | -69.0% | -5.9% |
| 10Y | +6.7% | +316.6% | -309.9% | +15.1% |
| All | +125.9% | +2,373.2% | -2,247.3% | +166.5% |
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