+361.6%
PSX vs IEF
+7.3%
+354.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.6% |
| 7D | +7.8% | -2.0% | +9.8% | +5.9% |
| 30D | -10.9% | +0.7% | -11.6% | -10.3% |
| 3M | +14.5% | -2.5% | +17.0% | +11.9% |
| 6M | +56.1% | -2.6% | +58.7% | +52.7% |
| YTD | +109.6% | -3.2% | +112.8% | +104.0% |
| 1Y | +95.5% | -3.0% | +98.6% | +90.6% |
| 3Y | +156.2% | +10.5% | +145.7% | +182.6% |
| 5Y | +310.0% | -8.2% | +318.2% | +240.2% |
| All | +361.6% | +7.3% | +354.3% | +346.4% |
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 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