+153.7%
ALL vs IEF
+9.9%
+143.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.7% | -0.7% | -3.9% | -4.6% |
| 3M | +18.4% | -0.4% | +18.8% | +18.4% |
| 6M | +20.5% | -2.5% | +23.0% | +20.9% |
| YTD | +23.5% | -1.6% | +25.1% | +23.8% |
| 1Y | +29.0% | -1.3% | +30.3% | +29.2% |
| 3Y | +153.7% | +10.1% | +143.6% | +155.0% |
| All | +153.7% | +9.9% | +143.9% | +155.0% |
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