+294.7%
C vs IEF
+4.6%
+290.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.5% |
| 7D | +2.6% | -0.3% | +2.9% | +2.2% |
| 30D | +1.9% | -0.6% | +2.5% | +1.3% |
| 3M | +2.8% | -1.0% | +3.8% | +1.7% |
| 6M | +30.6% | -3.1% | +33.6% | +25.9% |
| YTD | +19.9% | -1.9% | +21.7% | +17.3% |
| 1Y | +44.6% | -1.4% | +45.9% | +42.3% |
| 3Y | +272.1% | +9.8% | +262.4% | +313.4% |
| 5Y | +132.0% | -8.8% | +140.8% | +56.3% |
| 10Y | +294.7% | +4.7% | +290.0% | +314.3% |
| All | +294.7% | +4.6% | +290.1% | +314.3% |
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