+211.9%
B vs IEF
+4.6%
+207.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.5% |
| 7D | +1.0% | -0.3% | +1.3% | +1.5% |
| 30D | +9.5% | -0.6% | +10.1% | +10.4% |
| 3M | +14.3% | -1.0% | +15.3% | +16.1% |
| 6M | -1.9% | -3.1% | +1.2% | +2.8% |
| YTD | +4.1% | -1.9% | +6.0% | +7.3% |
| 1Y | +56.1% | -1.4% | +57.5% | +59.6% |
| 3Y | +202.0% | +9.8% | +192.2% | +166.0% |
| 5Y | +158.8% | -8.8% | +167.6% | +202.3% |
| 10Y | +211.9% | +4.7% | +207.2% | +170.2% |
| All | +211.9% | +4.6% | +207.3% | +170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling