+17.1%
EW vs IEF
+9.9%
+7.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -3.3% | -0.7% | -2.6% | -3.1% |
| 3M | +1.0% | -0.4% | +1.4% | +1.2% |
| 6M | +6.2% | -2.5% | +8.7% | +7.1% |
| YTD | +1.7% | -1.6% | +3.3% | +2.4% |
| 1Y | +8.1% | -1.3% | +9.4% | +8.7% |
| 3Y | +17.1% | +10.1% | +7.0% | +14.6% |
| All | +17.1% | +9.9% | +7.2% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling