+5,179.5%
EW vs IEF
+127.6%
+5,051.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +6.5% | -0.8% | +7.3% | +6.1% |
| 30D | +22.5% | +2.0% | +20.4% | +23.5% |
| 3M | +13.0% | -1.1% | +14.0% | +12.4% |
| 6M | +37.1% | -1.9% | +39.0% | +35.9% |
| YTD | +24.1% | -2.2% | +26.3% | +22.8% |
| 1Y | +24.2% | -2.3% | +26.6% | +22.8% |
| 3Y | +64.8% | +11.6% | +53.2% | +74.0% |
| 5Y | -7.4% | -7.1% | -0.4% | -14.6% |
| 10Y | +248.8% | +7.8% | +241.0% | +260.7% |
| All | +5,179.5% | +127.6% | +5,051.9% | +8,178.0% |
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