-7.1%
IEF vs URI
+166.6%
-173.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +0.1% | -9.8% | +9.9% | +0.2% |
| 30D | +3.1% | +1.7% | +1.3% | +3.1% |
| 3M | -0.5% | -9.1% | +8.6% | -0.4% |
| 6M | -1.6% | +9.9% | -11.5% | -1.7% |
| YTD | -1.6% | +31.2% | -32.8% | -1.9% |
| 1Y | -1.5% | +25.9% | -27.4% | -1.7% |
| 3Y | +12.4% | +147.4% | -135.0% | +11.1% |
| All | -7.1% | +166.6% | -173.7% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling