+160.7%
F vs IEF
+129.4%
+31.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | +5.3% | -0.3% | +5.6% | +5.0% |
| 30D | +4.6% | -0.8% | +5.4% | +3.6% |
| 3M | -3.7% | -1.0% | -2.7% | -4.9% |
| 6M | +16.8% | -2.8% | +19.6% | +12.6% |
| YTD | +15.3% | -1.5% | +16.8% | +12.8% |
| 1Y | +31.0% | -0.4% | +31.4% | +29.8% |
| 3Y | +45.4% | +9.7% | +35.8% | +61.1% |
| 5Y | +54.7% | -8.3% | +63.0% | +25.9% |
| 10Y | +98.2% | +4.6% | +93.6% | +106.4% |
| All | +160.7% | +129.4% | +31.3% | +1,256.4% |
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