-81.0%
PATH vs IEF
-6.7%
-74.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.7% | -0.8% | -2.0% | -2.2% |
| 30D | -1.4% | +2.0% | -3.4% | -2.8% |
| 3M | -16.4% | -1.1% | -15.4% | -15.7% |
| 6M | +23.3% | -1.9% | +25.2% | +25.1% |
| YTD | -19.8% | -2.2% | -17.6% | -18.5% |
| 1Y | -8.6% | -2.3% | -6.2% | -7.0% |
| 3Y | -24.0% | +11.6% | -35.6% | -32.0% |
| 5Y | -77.1% | -7.1% | -70.1% | -78.8% |
| All | -81.0% | -6.7% | -74.2% | -84.0% |
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