+12.6%
IEF vs RUN
-31.9%
+44.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +1.3% | -1.5% | -0.3% |
| 30D | -0.8% | -15.3% | +14.5% | -0.7% |
| 3M | -1.0% | -40.0% | +39.0% | -0.8% |
| 6M | -2.8% | -27.0% | +24.2% | -2.7% |
| YTD | -1.5% | -51.7% | +50.2% | -1.3% |
| 1Y | -0.4% | -45.9% | +45.5% | -0.3% |
| 3Y | +9.7% | -43.8% | +53.4% | +9.2% |
| 5Y | -8.3% | -80.5% | +72.2% | -8.9% |
| 10Y | +4.6% | +45.3% | -40.7% | +7.7% |
| All | +12.6% | -31.9% | +44.5% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling