-9.5%
IEF vs RUN
-81.0%
+71.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.3% | -3.7% | +2.4% | -1.3% |
| 30D | -1.7% | -13.0% | +11.3% | -1.6% |
| 3M | -2.5% | -31.8% | +29.3% | -2.0% |
| 6M | -3.3% | -32.2% | +29.0% | -2.8% |
| YTD | -2.8% | -53.5% | +50.7% | -2.1% |
| 1Y | -2.7% | -46.5% | +43.8% | -2.3% |
| 3Y | +8.9% | -37.6% | +46.5% | +6.8% |
| All | -9.5% | -81.0% | +71.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling