+138.3%
ADI vs IEF
-9.5%
+147.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.0% | +4.9% |
| 7D | +4.6% | -1.3% | +5.9% | +4.9% |
| 30D | -1.2% | -1.7% | +0.6% | -0.7% |
| 3M | -7.8% | -2.5% | -5.3% | -7.2% |
| 6M | +19.3% | -3.3% | +22.6% | +20.3% |
| YTD | +40.9% | -2.8% | +43.7% | +41.9% |
| 1Y | +54.5% | -2.7% | +57.2% | +55.6% |
| 3Y | +123.4% | +8.9% | +114.5% | +116.8% |
| All | +138.3% | -9.5% | +147.8% | +112.1% |
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