+129.6%
IEF vs URI
+7,333.9%
-7,204.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -0.5% | -9.1% | +8.6% | -0.7% |
| 6M | -1.6% | +9.9% | -11.5% | -1.3% |
| YTD | -1.6% | +31.2% | -32.8% | -0.6% |
| 1Y | -1.5% | +25.9% | -27.4% | -0.6% |
| 3Y | +12.4% | +147.4% | -135.0% | +16.3% |
| 5Y | -7.5% | +179.7% | -187.3% | -3.5% |
| 10Y | +5.2% | +1,419.5% | -1,414.4% | +18.2% |
| All | +129.6% | +7,333.9% | -7,204.2% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling