-2.6%
IEF vs REPL
+164.5%
-167.1%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -0.9% |
| 7D | -0.2% | +12.7% | -12.9% | -0.2% |
| 30D | +1.8% | +73.5% | -71.7% | +1.8% |
| 3M | -1.2% | +70.3% | -71.5% | -1.2% |
| 6M | -2.5% | +472.0% | -474.5% | -2.5% |
| YTD | -2.5% | +139.5% | -142.0% | -2.3% |
| All | -2.6% | +164.5% | -167.1% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling