-9.4%
IEF vs UUUU
+88.5%
-97.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.8% |
| 7D | -1.2% | -5.0% | +3.8% | -1.2% |
| 30D | -1.5% | -7.8% | +6.3% | -1.5% |
| 3M | -1.7% | -0.4% | -1.2% | -1.7% |
| 6M | -3.5% | -32.9% | +29.4% | -3.5% |
| YTD | -2.6% | -6.3% | +3.6% | -2.6% |
| 1Y | -2.4% | +7.9% | -10.3% | -2.3% |
| 3Y | +8.9% | +85.2% | -76.3% | +9.1% |
| All | -9.4% | +88.5% | -97.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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