+81.0%
IEF vs UUUU
-92.0%
+172.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -0.3% | +1.8% | -2.1% | -0.3% |
| 30D | -0.6% | +1.8% | -2.4% | -0.5% |
| 3M | -1.0% | +1.3% | -2.2% | -0.9% |
| 6M | -3.1% | -26.8% | +23.7% | -3.2% |
| YTD | -1.9% | +0.1% | -1.9% | -1.6% |
| 1Y | -1.4% | +11.2% | -12.6% | -0.9% |
| 3Y | +9.8% | +97.7% | -87.9% | +11.4% |
| 5Y | -8.8% | +127.3% | -136.2% | -6.8% |
| 10Y | +4.7% | +532.6% | -527.9% | +10.0% |
| All | +81.0% | -92.0% | +172.9% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling