+9.1%
IEF vs RUN
-38.5%
+47.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -1.2% | -3.4% | +2.2% | -1.1% |
| 30D | -1.5% | -14.0% | +12.5% | -1.3% |
| 3M | -1.7% | -27.5% | +25.8% | -1.3% |
| 6M | -3.5% | -29.0% | +25.5% | -3.2% |
| YTD | -2.6% | -53.1% | +50.5% | -2.0% |
| 1Y | -2.4% | -46.7% | +44.3% | -2.1% |
| All | +9.1% | -38.5% | +47.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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