+19.0%
PM vs IEF
-2.3%
+21.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.8% |
| 7D | +1.9% | -1.2% | +3.1% | +2.9% |
| 30D | +1.9% | -1.5% | +3.4% | +3.2% |
| 3M | +4.6% | -1.7% | +6.3% | +6.2% |
| 6M | +11.7% | -3.5% | +15.2% | +16.2% |
| YTD | +20.4% | -2.6% | +23.0% | +24.3% |
| 1Y | +19.0% | -2.4% | +21.3% | +21.6% |
| All | +19.0% | -2.3% | +21.3% | +21.6% |
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