-81.1%
PATH vs IEF
-6.3%
-74.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -4.0% |
| 7D | -5.6% | +0.8% | -6.4% | -6.1% |
| 30D | -0.7% | +3.2% | -3.9% | -3.0% |
| 3M | -5.9% | -1.1% | -4.8% | -5.1% |
| 6M | +21.6% | -1.4% | +23.0% | +22.8% |
| YTD | -20.6% | -1.8% | -18.8% | -19.6% |
| 1Y | -10.6% | -1.2% | -9.4% | -9.9% |
| 3Y | -24.9% | +11.5% | -36.4% | -32.6% |
| 5Y | -76.8% | -7.7% | -69.1% | -78.6% |
| All | -81.1% | -6.3% | -74.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling