+273.0%
EMR vs IEF
+3.8%
+269.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.4% |
| 7D | -0.4% | -1.3% | +0.9% | -1.4% |
| 30D | -6.8% | -1.7% | -5.0% | -7.9% |
| 3M | +7.5% | -2.5% | +10.0% | +5.5% |
| 6M | +9.9% | -3.3% | +13.1% | +6.9% |
| YTD | +16.0% | -2.8% | +18.8% | +13.3% |
| 1Y | +12.4% | -2.7% | +15.2% | +9.9% |
| 3Y | +60.2% | +8.9% | +51.3% | +72.7% |
| 5Y | +67.9% | -9.4% | +77.3% | +28.3% |
| All | +273.0% | +3.8% | +269.2% | +274.6% |
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