-2.4%
IEF vs S
+10.1%
-12.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -1.5% | -11.8% | +10.3% | -1.4% |
| 3M | -1.7% | +33.9% | -35.6% | -1.8% |
| 6M | -3.5% | +40.1% | -43.6% | -3.7% |
| YTD | -2.6% | +32.1% | -34.7% | -2.8% |
| 1Y | -2.4% | +11.0% | -13.4% | -2.7% |
| All | -2.4% | +10.1% | -12.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling