+26.0%
C vs IEF
-1.9%
+28.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.3% |
| 7D | +1.1% | +0.9% | +0.2% | +0.4% |
| 30D | -2.4% | +3.1% | -5.5% | -4.5% |
| 3M | -8.4% | -1.4% | -7.0% | -7.3% |
| 6M | +0.3% | -1.6% | +1.9% | +1.2% |
| YTD | +9.1% | -2.1% | +11.2% | +8.4% |
| 1Y | +26.0% | -2.0% | +28.0% | +25.0% |
| All | +26.0% | -1.9% | +28.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling