+138.3%
PH vs IEF
+12.0%
+126.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +6.9% | -0.8% | +7.7% | +6.7% |
| 30D | +1.7% | +2.0% | -0.4% | +1.9% |
| 3M | -8.1% | -1.1% | -7.1% | -8.2% |
| 6M | +11.5% | -1.9% | +13.4% | +11.3% |
| YTD | +11.4% | -2.2% | +13.6% | +11.2% |
| 1Y | +14.1% | -2.3% | +16.4% | +13.9% |
| All | +138.3% | +12.0% | +126.2% | +137.2% |
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 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