+1,189.6%
ALL vs IEF
+125.4%
+1,064.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.2% |
| 7D | +5.0% | -2.0% | +7.0% | +3.3% |
| 30D | +13.3% | +0.7% | +12.6% | +14.0% |
| 3M | +3.2% | -2.5% | +5.7% | +0.9% |
| 6M | +25.3% | -2.6% | +27.9% | +22.5% |
| YTD | +30.5% | -3.2% | +33.6% | +26.8% |
| 1Y | +29.2% | -3.0% | +32.2% | +25.7% |
| 3Y | +119.1% | +10.5% | +108.6% | +140.7% |
| 5Y | +162.6% | -8.2% | +170.8% | +136.0% |
| 10Y | +378.8% | +6.7% | +372.0% | +417.1% |
| All | +1,189.6% | +125.4% | +1,064.2% | +2,911.5% |
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