+7.3%
IEF vs URA
+266.3%
-258.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -2.0% | -1.5% | -0.4% | -2.0% |
| 30D | +0.7% | -10.4% | +11.1% | +0.6% |
| 3M | -2.5% | -29.6% | +27.2% | -2.7% |
| 6M | -2.6% | -40.3% | +37.7% | -2.9% |
| YTD | -3.2% | -25.5% | +22.3% | -3.2% |
| 1Y | -3.0% | -26.4% | +23.4% | -3.0% |
| 3Y | +10.5% | +31.4% | -20.9% | +11.7% |
| 5Y | -8.2% | +28.6% | -36.7% | -7.1% |
| All | +7.3% | +266.3% | -258.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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