+222.7%
B vs IEF
+7.3%
+215.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -2.7% | -0.8% | -1.9% | -1.6% |
| 30D | -4.3% | +2.0% | -6.4% | -6.9% |
| 3M | -2.3% | -1.1% | -1.2% | -0.8% |
| 6M | -16.2% | -1.9% | -14.3% | -13.7% |
| YTD | -8.8% | -2.2% | -6.6% | -5.5% |
| 1Y | +11.4% | -2.3% | +13.7% | +15.5% |
| 3Y | +174.3% | +11.6% | +162.7% | +137.3% |
| 5Y | +116.2% | -7.1% | +123.2% | +143.1% |
| 10Y | +222.7% | +7.8% | +215.0% | +154.6% |
| All | +222.7% | +7.3% | +215.4% | +154.6% |
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 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