+9.1%
IEF vs UL
+19.9%
-10.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -1.2% | -4.1% | +2.9% | -0.9% |
| 30D | -1.5% | -1.2% | -0.3% | -1.4% |
| 3M | -1.7% | +6.0% | -7.7% | -2.2% |
| 6M | -3.5% | -5.5% | +2.0% | -3.1% |
| YTD | -2.6% | -3.3% | +0.7% | -2.4% |
| 1Y | -2.4% | -9.8% | +7.4% | -1.6% |
| All | +9.1% | +19.9% | -10.8% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling