-8.4%
IEF vs S
-51.5%
+43.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.7% |
| 7D | -1.9% | +4.1% | -6.0% | -2.0% |
| 30D | +1.1% | -7.2% | +8.3% | +1.2% |
| 3M | -1.9% | 0.0% | -1.9% | -2.0% |
| 6M | -2.4% | +41.6% | -44.0% | -2.9% |
| YTD | -3.0% | +48.6% | -51.6% | -3.7% |
| 1Y | -3.1% | +30.0% | -33.2% | -3.6% |
| 3Y | +10.7% | +42.2% | -31.5% | +9.5% |
| 5Y | -8.0% | -70.8% | +62.8% | -8.0% |
| All | -8.4% | -51.5% | +43.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling