+133.8%
ADI vs IEF
-8.1%
+141.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +9.5% | -2.0% | +11.4% | +9.9% |
| 30D | -1.4% | +0.7% | -2.1% | -1.7% |
| 3M | +4.7% | -2.5% | +7.2% | +5.3% |
| 6M | -7.4% | -2.6% | -4.9% | -6.8% |
| YTD | +48.1% | -3.2% | +51.3% | +49.2% |
| 1Y | +69.6% | -3.0% | +72.7% | +71.0% |
| 3Y | +144.4% | +10.5% | +133.8% | +135.4% |
| All | +133.8% | -8.1% | +141.9% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling