+97.6%
AGG vs IEF
+104.9%
-7.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -0.2% | -0.6% | +0.3% | +0.1% |
| 3M | -0.7% | -1.0% | +0.3% | -0.1% |
| 6M | -1.8% | -3.1% | +1.3% | +0.1% |
| YTD | -0.6% | -1.9% | +1.3% | +0.5% |
| 1Y | +0.4% | -1.4% | +1.7% | +1.2% |
| 3Y | +13.2% | +9.8% | +3.4% | +7.2% |
| 5Y | -2.0% | -8.8% | +6.9% | +2.5% |
| 10Y | +15.1% | +4.7% | +10.4% | +12.1% |
| All | +97.6% | +104.9% | -7.2% | +33.8% |
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