+124.3%
PM vs IEF
+9.9%
+114.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.6% | -0.7% | -1.8% | -2.1% |
| 3M | +5.8% | -0.4% | +6.2% | +6.1% |
| 6M | +10.6% | -2.5% | +13.0% | +12.4% |
| YTD | +17.2% | -1.6% | +18.8% | +18.5% |
| 1Y | +17.6% | -1.3% | +18.9% | +18.8% |
| 3Y | +124.3% | +10.1% | +114.2% | +120.2% |
| All | +124.3% | +9.9% | +114.4% | +120.2% |
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