+1,813.5%
EBAY vs IEF
+128.5%
+1,685.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.2% |
| 7D | -3.0% | -0.3% | -2.7% | -3.2% |
| 30D | -3.6% | -0.6% | -3.0% | -4.0% |
| 3M | -4.4% | -1.0% | -3.5% | -5.2% |
| 6M | +12.1% | -3.1% | +15.1% | +9.3% |
| YTD | +19.9% | -1.9% | +21.8% | +18.1% |
| 1Y | +13.4% | -1.4% | +14.7% | +12.1% |
| 3Y | +150.5% | +9.8% | +140.7% | +169.3% |
| 5Y | +54.8% | -8.8% | +63.6% | +32.5% |
| 10Y | +268.1% | +4.7% | +263.4% | +281.1% |
| All | +1,813.5% | +128.5% | +1,685.0% | +6,002.3% |
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