+32.1%
IEF vs URA
-31.1%
+63.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.3% |
| 30D | -0.8% | +7.4% | -8.2% | -0.6% |
| 3M | -1.0% | -8.4% | +7.4% | -1.1% |
| 6M | -2.8% | -12.7% | +10.0% | -3.0% |
| YTD | -1.5% | +7.8% | -9.3% | -1.1% |
| 1Y | -0.4% | +19.5% | -19.9% | +0.4% |
| 3Y | +9.7% | +116.4% | -106.8% | +13.0% |
| 5Y | -8.3% | +134.3% | -142.6% | -4.5% |
| 10Y | +4.6% | +359.3% | -354.6% | +14.1% |
| All | +32.1% | -31.1% | +63.2% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling