+3.6%
IEF vs UL
+66.7%
-63.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.3% | -3.4% | +2.1% | -1.3% |
| 30D | -1.7% | +0.5% | -2.2% | -1.8% |
| 3M | -2.5% | +7.2% | -9.8% | -2.6% |
| 6M | -3.3% | -3.1% | -0.2% | -3.3% |
| YTD | -2.8% | -2.7% | -0.1% | -2.8% |
| 1Y | -2.7% | -10.2% | +7.5% | -2.7% |
| 3Y | +8.9% | +20.3% | -11.3% | +9.1% |
| 5Y | -9.4% | +19.9% | -29.4% | -9.3% |
| All | +3.6% | +66.7% | -63.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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