-15.1%
F vs IEF
-7.6%
-7.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.6% | +0.3% | -1.0% | -0.8% |
| 30D | +2.9% | +2.7% | +0.2% | +1.6% |
| 3M | -9.5% | -0.8% | -8.7% | -9.2% |
| 6M | +4.0% | -1.7% | +5.7% | +4.8% |
| YTD | -1.3% | -1.6% | +0.4% | -0.5% |
| 1Y | -1.9% | -1.6% | -0.4% | -1.2% |
| 3Y | +53.5% | +12.4% | +41.1% | +47.2% |
| 5Y | -15.1% | -7.6% | -7.6% | -30.8% |
| All | -15.1% | -7.6% | -7.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling