+218.3%
C vs IEF
+7.3%
+211.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.5% |
| 7D | -0.4% | -0.8% | +0.4% | -1.2% |
| 30D | -5.3% | +2.0% | -7.4% | -3.3% |
| 3M | -8.0% | -1.1% | -7.0% | -9.0% |
| 6M | -0.3% | -1.9% | +1.7% | -2.4% |
| YTD | +8.6% | -2.2% | +10.9% | +5.9% |
| 1Y | +25.8% | -2.3% | +28.2% | +22.5% |
| 3Y | +221.2% | +11.6% | +209.6% | +266.2% |
| 5Y | +113.6% | -7.1% | +120.6% | +53.2% |
| 10Y | +218.3% | +7.8% | +210.5% | +256.7% |
| All | +218.3% | +7.3% | +211.0% | +256.7% |
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