+4.7%
IEF vs URI
+1,196.9%
-1,192.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -0.3% | +5.0% | -5.3% | -0.2% |
| 30D | -0.6% | -9.4% | +8.8% | -0.8% |
| 3M | -1.0% | -5.8% | +4.8% | -1.1% |
| 6M | -3.1% | +25.8% | -28.9% | -2.5% |
| YTD | -1.9% | +27.9% | -29.8% | -1.2% |
| 1Y | -1.4% | +9.7% | -11.1% | -1.0% |
| 3Y | +9.8% | +128.0% | -118.2% | +12.8% |
| 5Y | -8.8% | +212.4% | -221.2% | -4.9% |
| 10Y | +4.7% | +1,271.8% | -1,267.2% | +20.5% |
| All | +4.7% | +1,196.9% | -1,192.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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