+267.6%
PM vs IEF
+8.4%
+259.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.1% | -0.8% | -6.3% | -7.1% |
| 30D | -2.8% | +2.0% | -4.8% | -2.7% |
| 3M | +6.3% | -1.1% | +7.4% | +6.3% |
| 6M | +9.6% | -1.9% | +11.6% | +9.6% |
| YTD | +25.6% | -2.2% | +27.8% | +25.5% |
| 1Y | +29.7% | -2.3% | +32.0% | +29.6% |
| 3Y | +147.6% | +11.6% | +136.0% | +152.3% |
| 5Y | +160.1% | -7.1% | +167.2% | +135.1% |
| All | +267.6% | +8.4% | +259.2% | +234.3% |
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