+5,919.3%
ASX vs IEF
+129.0%
+5,790.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.6% |
| 7D | -12.3% | +0.3% | -12.6% | -11.9% |
| 30D | -26.0% | +2.7% | -28.7% | -24.0% |
| 3M | -8.1% | -0.8% | -7.3% | -8.4% |
| 6M | +1.4% | -1.7% | +3.0% | 0.0% |
| YTD | +115.6% | -1.6% | +117.2% | +112.2% |
| 1Y | +128.0% | -1.6% | +129.6% | +124.6% |
| 3Y | +371.4% | +12.4% | +359.0% | +426.7% |
| 5Y | +469.4% | -7.6% | +477.0% | +404.6% |
| 10Y | +842.6% | +7.6% | +835.1% | +914.6% |
| All | +5,919.3% | +129.0% | +5,790.3% | +27,985.7% |
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