+66.9%
IYR vs IEF
+3.8%
+63.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.4% | -1.3% | 0.0% | -0.9% |
| 30D | -2.7% | -1.7% | -0.9% | -2.1% |
| 3M | -2.1% | -2.5% | +0.4% | -1.3% |
| 6M | +3.6% | -3.3% | +6.8% | +4.7% |
| YTD | +8.1% | -2.8% | +11.0% | +9.2% |
| 1Y | +4.7% | -2.7% | +7.4% | +5.7% |
| 3Y | +29.1% | +8.9% | +20.2% | +26.9% |
| 5Y | +6.9% | -9.4% | +16.3% | -3.5% |
| All | +66.9% | +3.8% | +63.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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