+9.8%
IEF vs REPL
-9.7%
+19.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | -0.3% | -9.6% | +9.3% | -0.3% |
| 30D | -0.6% | +5.7% | -6.3% | -0.6% |
| 3M | -1.0% | +56.4% | -57.4% | -0.8% |
| 6M | -3.1% | +67.4% | -70.5% | -2.8% |
| YTD | -1.9% | +48.7% | -50.5% | -1.6% |
| 1Y | -1.4% | +148.3% | -149.6% | -0.9% |
| 3Y | +9.8% | -26.7% | +36.5% | +10.2% |
| 5Y | -8.8% | -54.1% | +45.3% | -8.7% |
| All | +9.8% | -9.7% | +19.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling