-23.9%
PATH vs IEF
+11.1%
-35.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.6% |
| 30D | -1.1% | +1.1% | -2.2% | -1.6% |
| 3M | -14.2% | -1.9% | -12.2% | -13.6% |
| 6M | +30.9% | -2.4% | +33.2% | +31.9% |
| YTD | -20.1% | -3.0% | -17.1% | -19.4% |
| 1Y | -8.1% | -3.1% | -4.9% | -7.3% |
| All | -23.9% | +11.1% | -35.0% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling