-23.6%
C vs IEF
+129.4%
-152.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.1% |
| 30D | +0.1% | -0.8% | +0.8% | -1.4% |
| 3M | +2.4% | -1.0% | +3.4% | +0.4% |
| 6M | +24.9% | -2.8% | +27.7% | +18.1% |
| YTD | +19.8% | -1.5% | +21.3% | +16.1% |
| 1Y | +44.9% | -0.4% | +45.3% | +43.3% |
| 3Y | +263.0% | +9.7% | +253.3% | +326.7% |
| 5Y | +129.5% | -8.3% | +137.8% | +74.0% |
| 10Y | +291.6% | +4.6% | +287.0% | +336.7% |
| All | -23.6% | +129.4% | -152.9% | +484.3% |
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 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