+118.3%
ALL vs IEF
+11.1%
+107.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | 0.0% | -1.9% | +1.9% | +0.3% |
| 30D | +12.8% | +1.1% | +11.7% | +12.7% |
| 3M | +4.7% | -1.9% | +6.6% | +4.7% |
| 6M | +24.9% | -2.4% | +27.3% | +25.1% |
| YTD | +30.0% | -3.0% | +33.0% | +30.3% |
| 1Y | +29.9% | -3.1% | +33.1% | +30.2% |
| All | +118.3% | +11.1% | +107.2% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling