+84.1%
F vs IEF
+4.6%
+79.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -4.0% |
| 7D | -4.9% | -0.3% | -4.6% | -5.0% |
| 30D | -2.9% | -0.6% | -2.3% | -3.1% |
| 3M | -9.1% | -1.0% | -8.1% | -9.4% |
| 6M | +12.9% | -3.1% | +16.0% | +11.3% |
| YTD | +6.1% | -1.9% | +7.9% | +5.1% |
| 1Y | +22.5% | -1.4% | +23.9% | +21.7% |
| 3Y | +32.1% | +9.8% | +22.3% | +38.8% |
| 5Y | +43.7% | -8.8% | +52.6% | +8.0% |
| 10Y | +84.1% | +4.7% | +79.5% | +72.6% |
| All | +84.1% | +4.6% | +79.6% | +72.6% |
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