+10.1%
IEF vs REPL
-24.7%
+34.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | -5.7% | +5.8% | +0.1% |
| 30D | -0.7% | +22.5% | -23.2% | -0.7% |
| 3M | -0.4% | +64.7% | -65.1% | -0.4% |
| 6M | -2.5% | +83.0% | -85.5% | -2.5% |
| YTD | -1.6% | +52.0% | -53.5% | -1.6% |
| 1Y | -1.3% | +144.5% | -145.8% | -1.3% |
| 3Y | +10.1% | -25.1% | +35.2% | +8.9% |
| All | +10.1% | -24.7% | +34.8% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling