+7.6%
IEF vs USFD
+368.6%
-361.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | 0.0% |
| 7D | +0.3% | +3.9% | -3.6% | +0.4% |
| 30D | +2.7% | +12.8% | -10.2% | +2.8% |
| 3M | -0.8% | +1.0% | -1.7% | -0.8% |
| 6M | -1.7% | +30.3% | -31.9% | -1.4% |
| YTD | -1.6% | +46.0% | -47.6% | -1.3% |
| 1Y | -1.6% | +49.6% | -51.2% | -1.2% |
| 3Y | +12.4% | +166.3% | -153.9% | +13.5% |
| 5Y | -7.6% | +208.4% | -216.0% | -6.4% |
| 10Y | +7.6% | +371.2% | -363.7% | +7.7% |
| All | +7.6% | +368.6% | -361.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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