+6,115.5%
ASX vs IEF
+127.0%
+5,988.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +2.5% |
| 7D | -9.1% | -0.2% | -9.0% | -9.2% |
| 30D | -23.6% | +1.8% | -25.4% | -22.1% |
| 3M | -5.6% | -1.2% | -4.4% | -6.3% |
| 6M | +4.7% | -2.5% | +7.2% | +2.5% |
| YTD | +122.6% | -2.5% | +125.1% | +117.5% |
| 1Y | +133.0% | -2.3% | +135.3% | +128.1% |
| 3Y | +367.1% | +11.3% | +355.8% | +417.5% |
| 5Y | +504.7% | -7.6% | +512.3% | +437.7% |
| 10Y | +887.2% | +7.3% | +880.0% | +963.3% |
| All | +6,115.5% | +127.0% | +5,988.4% | +28,686.6% |
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