-33.6%
C vs IEF
+129.2%
-162.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.2% |
| 30D | -6.0% | +3.1% | -9.1% | -0.7% |
| 3M | -10.5% | -0.5% | -10.1% | -11.4% |
| 6M | -5.7% | -1.6% | -4.1% | -8.8% |
| YTD | +4.1% | -1.6% | +5.7% | +0.7% |
| 1Y | +20.5% | -1.5% | +22.0% | +16.7% |
| 3Y | +208.1% | +12.4% | +195.7% | +282.3% |
| 5Y | +110.4% | -7.5% | +117.9% | +62.7% |
| 10Y | +234.6% | +5.2% | +229.4% | +277.6% |
| All | -33.6% | +129.2% | -162.7% | +406.8% |
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