+28.3%
ALL vs IEF
-2.3%
+30.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | -4.3% | -1.2% | -3.1% | -4.5% |
| 30D | -3.6% | -1.5% | -2.1% | -3.8% |
| 3M | +13.2% | -1.7% | +14.9% | +13.0% |
| 6M | +22.5% | -3.5% | +26.0% | +22.8% |
| YTD | +22.7% | -2.6% | +25.4% | +22.9% |
| 1Y | +28.3% | -2.4% | +30.7% | +29.7% |
| All | +28.3% | -2.3% | +30.6% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling