-81.2%
PATH vs IEF
-6.1%
-75.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | -3.7% | +2.7% | -6.4% | -5.6% |
| 3M | -13.8% | -0.8% | -13.0% | -13.3% |
| 6M | +20.3% | -1.7% | +22.0% | +21.8% |
| YTD | -20.8% | -1.6% | -19.2% | -19.9% |
| 1Y | -9.2% | -1.6% | -7.7% | -8.3% |
| 3Y | -21.8% | +12.4% | -34.1% | -30.3% |
| 5Y | -77.4% | -7.6% | -69.8% | -79.2% |
| All | -81.2% | -6.1% | -75.0% | -84.2% |
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