+84.5%
AAPL vs IEF
+9.2%
+75.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.3% | +3.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | +7.1% | -1.5% | +8.6% | +7.5% |
| 3M | +12.1% | -1.7% | +13.8% | +12.6% |
| 6M | +25.4% | -3.5% | +28.9% | +26.4% |
| YTD | +20.5% | -2.6% | +23.1% | +21.2% |
| 1Y | +44.5% | -2.4% | +46.9% | +45.3% |
| All | +84.5% | +9.2% | +75.4% | +75.6% |
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 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