-8.3%
IEF vs REPL
-53.9%
+45.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 6M | -2.5% | +83.0% | -85.5% | -2.7% |
| YTD | -1.6% | +52.0% | -53.5% | -1.8% |
| 1Y | -1.3% | +144.5% | -145.8% | -1.7% |
| 3Y | +10.1% | -25.1% | +35.2% | +9.5% |
| 5Y | -8.3% | -52.9% | +44.6% | -10.0% |
| All | -8.3% | -53.9% | +45.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling