+326.7%
B vs IEF
+129.4%
+197.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +9.4% | -0.8% | +10.2% | +10.1% |
| 3M | +5.0% | -1.0% | +6.0% | +5.8% |
| 6M | -3.5% | -2.8% | -0.8% | -1.5% |
| YTD | +4.5% | -1.5% | +6.0% | +5.8% |
| 1Y | +67.8% | -0.4% | +68.2% | +68.7% |
| 3Y | +196.7% | +9.7% | +187.0% | +180.7% |
| 5Y | +151.9% | -8.3% | +160.3% | +161.7% |
| 10Y | +202.2% | +4.6% | +197.6% | +196.6% |
| All | +326.7% | +129.4% | +197.4% | +318.4% |
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