-9.2%
IEF vs USFR
+20.4%
-29.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -1.5% | +0.3% | -1.8% | -1.5% |
| 3M | -1.7% | +1.0% | -2.6% | -1.7% |
| 6M | -3.5% | +1.9% | -5.4% | -3.6% |
| YTD | -2.6% | +2.7% | -5.3% | -2.8% |
| 1Y | -2.4% | +4.0% | -6.4% | -2.6% |
| 3Y | +8.9% | +14.1% | -5.1% | +6.4% |
| 5Y | -9.2% | +20.5% | -29.7% | -14.6% |
| All | -9.2% | +20.4% | -29.7% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling