+797.8%
PH vs IEF
+3.8%
+794.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | -1.3% | -1.3% | +0.1% | -2.3% |
| 30D | -11.0% | -1.7% | -9.2% | -12.2% |
| 3M | +5.5% | -2.5% | +8.0% | +3.4% |
| 6M | +1.5% | -3.3% | +4.7% | -1.3% |
| YTD | +8.8% | -2.8% | +11.6% | +6.2% |
| 1Y | +24.5% | -2.7% | +27.2% | +21.6% |
| 3Y | +141.2% | +8.9% | +132.3% | +160.6% |
| 5Y | +256.3% | -9.4% | +265.7% | +161.9% |
| All | +797.8% | +3.8% | +794.1% | +786.0% |
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