+129.8%
IEF vs UL
+624.5%
-494.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -0.8% | +0.5% | -1.3% | -0.8% |
| 3M | -1.0% | +17.6% | -18.6% | -0.4% |
| 6M | -2.8% | -5.4% | +2.6% | -2.9% |
| YTD | -1.5% | +0.7% | -2.2% | -1.4% |
| 1Y | -0.4% | -9.3% | +8.8% | -0.7% |
| 3Y | +9.7% | +24.5% | -14.9% | +10.9% |
| 5Y | -8.3% | +23.2% | -31.5% | -7.1% |
| 10Y | +4.6% | +64.5% | -59.9% | +8.6% |
| All | +129.8% | +624.5% | -494.7% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling