+5,177.3%
PH vs IEF
+125.4%
+5,051.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.3% |
| 7D | +4.3% | -2.0% | +6.3% | +1.7% |
| 30D | +0.1% | +0.7% | -0.6% | +1.2% |
| 3M | -9.4% | -2.5% | -6.9% | -12.2% |
| 6M | +8.8% | -2.6% | +11.3% | +5.2% |
| YTD | +9.6% | -3.2% | +12.8% | +5.0% |
| 1Y | +14.4% | -3.0% | +17.5% | +9.8% |
| 3Y | +134.5% | +10.5% | +124.0% | +169.2% |
| 5Y | +204.4% | -8.2% | +212.6% | +154.8% |
| 10Y | +697.3% | +6.7% | +690.6% | +790.2% |
| All | +5,177.3% | +125.4% | +5,051.9% | +22,752.0% |
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 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