+53.9%
F vs IEF
-8.0%
+61.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -0.3% | +5.6% | +5.5% |
| 30D | +4.6% | -0.8% | +5.4% | +4.9% |
| 3M | -3.7% | -1.0% | -2.7% | -3.3% |
| 6M | +16.8% | -2.8% | +19.6% | +18.0% |
| YTD | +15.3% | -1.5% | +16.8% | +16.1% |
| 1Y | +31.0% | -0.4% | +31.4% | +31.5% |
| 3Y | +45.4% | +9.7% | +35.8% | +41.4% |
| All | +53.9% | -8.0% | +61.9% | +17.9% |
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