+144.5%
ASX vs IEF
-3.1%
+147.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.4% |
| 7D | +22.1% | -1.9% | +24.0% | +23.9% |
| 30D | -23.8% | +1.1% | -24.9% | -26.9% |
| 3M | -7.6% | -1.9% | -5.7% | -3.5% |
| 6M | +6.9% | -2.4% | +9.3% | +13.1% |
| YTD | +127.7% | -3.0% | +130.7% | +142.6% |
| 1Y | +144.5% | -3.1% | +147.7% | +161.0% |
| All | +144.5% | -3.1% | +147.6% | +161.0% |
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 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