+4,385.7%
EW vs IEF
+129.4%
+4,256.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -0.3% | -0.3% | -0.1% | -0.5% |
| 30D | +1.0% | -0.8% | +1.8% | +0.7% |
| 3M | +2.8% | -1.0% | +3.8% | +2.3% |
| 6M | +5.5% | -2.8% | +8.2% | +4.1% |
| YTD | +5.5% | -1.5% | +7.0% | +4.7% |
| 1Y | +11.0% | -0.4% | +11.5% | +10.8% |
| 3Y | +17.7% | +9.7% | +8.0% | +23.1% |
| 5Y | -25.7% | -8.3% | -17.4% | -32.4% |
| 10Y | +132.8% | +4.6% | +128.2% | +135.6% |
| All | +4,385.7% | +129.4% | +4,256.3% | +6,958.3% |
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