+30.7%
PM vs IEF
-2.3%
+33.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -7.1% | -0.8% | -6.3% | -6.6% |
| 30D | -2.8% | +2.0% | -4.8% | -4.1% |
| 3M | +6.3% | -1.1% | +7.4% | +7.4% |
| 6M | +9.6% | -1.9% | +11.6% | +12.0% |
| YTD | +25.6% | -2.2% | +27.8% | +30.0% |
| All | +30.7% | -2.3% | +33.0% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling