+3.6%
IEF vs USFR
+28.1%
-24.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | +0.1% | -1.5% | -1.3% |
| 30D | -1.7% | +0.4% | -2.1% | -1.7% |
| 3M | -2.5% | +1.0% | -3.6% | -2.3% |
| 6M | -3.3% | +2.0% | -5.2% | -2.9% |
| YTD | -2.8% | +2.8% | -5.6% | -2.3% |
| 1Y | -2.7% | +4.1% | -6.8% | -1.9% |
| 3Y | +8.9% | +14.1% | -5.2% | +11.7% |
| 5Y | -9.4% | +20.6% | -30.0% | -6.1% |
| All | +3.6% | +28.1% | -24.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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