+1,248.2%
PANW vs IEF
+3.8%
+1,244.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -0.8% | -1.3% | +0.6% | -1.0% |
| 30D | -14.6% | -1.7% | -12.8% | -14.8% |
| 3M | +18.3% | -2.5% | +20.8% | +17.8% |
| 6M | +100.5% | -3.3% | +103.7% | +99.2% |
| YTD | +79.5% | -2.8% | +82.3% | +78.5% |
| 1Y | +66.7% | -2.7% | +69.4% | +65.9% |
| 3Y | +161.2% | +8.9% | +152.3% | +166.2% |
| 5Y | +322.2% | -9.4% | +331.6% | +274.7% |
| All | +1,248.2% | +3.8% | +1,244.4% | +1,257.3% |
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