+45.2%
IEF vs VRSK
+585.1%
-539.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -1.2% | -7.7% | +6.5% | -1.4% |
| 30D | -1.5% | -2.8% | +1.4% | -1.5% |
| 3M | -1.7% | -3.7% | +2.0% | -1.7% |
| 6M | -3.5% | -12.8% | +9.2% | -3.8% |
| YTD | -2.6% | -21.0% | +18.3% | -3.1% |
| 1Y | -2.4% | -32.5% | +30.1% | -3.2% |
| 3Y | +8.9% | -26.5% | +35.5% | +8.5% |
| 5Y | -9.2% | -11.5% | +2.3% | -9.0% |
| 10Y | +3.9% | +125.7% | -121.8% | +12.0% |
| All | +45.2% | +585.1% | -539.9% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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