-21.8%
PATH vs IEF
+11.9%
-33.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | -5.6% | +0.8% | -6.4% | -5.9% |
| 30D | -0.7% | +3.2% | -3.9% | -2.1% |
| 3M | -5.9% | -1.1% | -4.8% | -5.6% |
| 6M | +21.6% | -1.4% | +23.0% | +22.0% |
| YTD | -20.6% | -1.8% | -18.8% | -20.3% |
| 1Y | -10.6% | -1.2% | -9.4% | -10.4% |
| All | -21.8% | +11.9% | -33.7% | -38.7% |
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