+763.1%
PM vs IEF
+58.3%
+704.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -4.9% | -0.3% | -4.6% | -5.0% |
| 30D | -3.4% | -0.8% | -2.6% | -3.7% |
| 3M | +5.2% | -1.0% | +6.1% | +4.8% |
| 6M | +3.7% | -2.8% | +6.5% | +2.5% |
| YTD | +15.8% | -1.5% | +17.3% | +15.0% |
| 1Y | +17.4% | -0.4% | +17.8% | +17.2% |
| 3Y | +116.9% | +9.7% | +107.3% | +125.8% |
| 5Y | +117.3% | -8.3% | +125.6% | +98.6% |
| 10Y | +193.8% | +4.6% | +189.1% | +194.4% |
| All | +763.1% | +58.3% | +704.9% | +1,241.9% |
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