+271.2%
EW vs IEF
+7.3%
+263.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +4.9% | -2.0% | +6.9% | +4.7% |
| 30D | +23.9% | +0.7% | +23.2% | +24.0% |
| 3M | +15.8% | -2.5% | +18.2% | +15.5% |
| 6M | +31.7% | -2.6% | +34.2% | +31.3% |
| YTD | +25.7% | -3.2% | +28.9% | +25.2% |
| 1Y | +24.4% | -3.0% | +27.5% | +24.0% |
| 3Y | +65.9% | +10.5% | +55.3% | +69.7% |
| 5Y | -7.6% | -8.2% | +0.5% | -21.7% |
| All | +271.2% | +7.3% | +263.9% | +274.7% |
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