+129.5%
IEF vs URI
+7,845.2%
-7,715.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -6.9% | +0.1% |
| 7D | +0.3% | -4.0% | +4.3% | +0.2% |
| 30D | +2.7% | +6.8% | -4.1% | +2.9% |
| 3M | -0.8% | -2.8% | +2.0% | -0.8% |
| 6M | -1.7% | +20.9% | -22.5% | -1.0% |
| YTD | -1.6% | +40.2% | -41.9% | -0.4% |
| 1Y | -1.6% | +34.1% | -35.7% | -0.5% |
| 3Y | +12.4% | +164.1% | -151.8% | +16.5% |
| 5Y | -7.6% | +199.3% | -206.9% | -3.4% |
| 10Y | +7.6% | +1,218.8% | -1,211.3% | +20.3% |
| All | +129.5% | +7,845.2% | -7,715.7% | +186.1% |
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