+6.1%
IYR vs IEF
-9.3%
+15.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -2.8% | -1.2% | -1.6% | -1.9% |
| 30D | -2.5% | -1.5% | -1.1% | -1.4% |
| 3M | -3.0% | -1.7% | -1.3% | -1.7% |
| 6M | +1.6% | -3.5% | +5.2% | +4.5% |
| YTD | +7.3% | -2.6% | +9.9% | +9.6% |
| 1Y | +5.6% | -2.4% | +8.0% | +7.7% |
| 3Y | +28.1% | +8.9% | +19.2% | +20.6% |
| 5Y | +6.1% | -9.2% | +15.3% | +1.9% |
| All | +6.1% | -9.3% | +15.4% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling