-77.0%
PATH vs IEF
-7.7%
-69.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -0.5% | +3.1% | -3.6% | -2.9% |
| 3M | -7.1% | -0.8% | -6.3% | -6.5% |
| 6M | +23.8% | -2.0% | +25.8% | +25.8% |
| YTD | -20.7% | -1.9% | -18.8% | -19.5% |
| 1Y | -8.1% | -1.8% | -6.3% | -6.8% |
| 3Y | -21.8% | +12.0% | -33.9% | -30.8% |
| All | -77.0% | -7.7% | -69.3% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling