+361.5%
ALL vs IEF
+3.8%
+357.8%
-41.4%
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% | +0.7% |
| 7D | -2.3% | -1.3% | -0.9% | -2.9% |
| 30D | -0.4% | -1.7% | +1.3% | -1.3% |
| 3M | +16.0% | -2.5% | +18.6% | +14.6% |
| 6M | +24.6% | -3.3% | +27.8% | +22.6% |
| YTD | +23.7% | -2.8% | +26.5% | +22.0% |
| 1Y | +27.7% | -2.7% | +30.5% | +26.1% |
| 3Y | +150.2% | +8.9% | +141.3% | +163.4% |
| 5Y | +117.1% | -9.4% | +126.5% | +86.5% |
| All | +361.5% | +3.8% | +357.8% | +370.9% |
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