-8.8%
IEF vs URA
+132.7%
-141.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.3% |
| 7D | -0.3% | +5.7% | -6.0% | -0.3% |
| 30D | -0.6% | +5.6% | -6.2% | -0.6% |
| 3M | -1.0% | +6.2% | -7.2% | -1.0% |
| 6M | -3.1% | -8.2% | +5.2% | -3.1% |
| YTD | -1.9% | +9.7% | -11.5% | -1.9% |
| 1Y | -1.4% | +17.0% | -18.3% | -1.4% |
| 3Y | +9.8% | +118.5% | -108.7% | +9.6% |
| 5Y | -8.8% | +134.3% | -143.2% | -8.9% |
| All | -8.8% | +132.7% | -141.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling