+1,150.7%
ALL vs IEF
+129.4%
+1,021.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.4% |
| 7D | 0.0% | -0.3% | +0.3% | -0.2% |
| 30D | -1.5% | -0.8% | -0.7% | -2.1% |
| 3M | +23.6% | -1.0% | +24.6% | +22.6% |
| 6M | +22.3% | -2.8% | +25.1% | +19.4% |
| YTD | +26.5% | -1.5% | +28.0% | +24.9% |
| 1Y | +27.0% | -0.4% | +27.4% | +26.6% |
| 3Y | +149.6% | +9.7% | +139.9% | +171.5% |
| 5Y | +118.1% | -8.3% | +126.4% | +94.9% |
| 10Y | +369.0% | +4.6% | +364.4% | +393.7% |
| All | +1,150.7% | +129.4% | +1,021.4% | +2,867.6% |
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