+432.3%
ASX vs IEF
-8.0%
+440.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | +2.0% | -0.8% | +2.8% | +2.1% |
| 3M | -1.3% | -1.0% | -0.4% | -1.2% |
| 6M | +71.4% | -2.8% | +74.2% | +71.8% |
| YTD | +135.3% | -1.5% | +136.8% | +135.8% |
| 1Y | +267.5% | -0.4% | +267.9% | +268.0% |
| 3Y | +388.5% | +9.7% | +378.8% | +381.5% |
| All | +432.3% | -8.0% | +440.3% | +381.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling