+123.2%
F vs IEF
+129.0%
-5.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.6% | +0.3% | -1.0% | -0.3% |
| 30D | +2.9% | +2.7% | +0.2% | +5.9% |
| 3M | -9.5% | -0.8% | -8.7% | -10.5% |
| 6M | +4.0% | -1.7% | +5.7% | +1.6% |
| YTD | -1.3% | -1.6% | +0.4% | -3.8% |
| 1Y | -1.9% | -1.6% | -0.4% | -4.4% |
| 3Y | +53.5% | +12.4% | +41.1% | +75.8% |
| 5Y | -15.1% | -7.6% | -7.6% | -30.3% |
| 10Y | +81.0% | +7.6% | +73.4% | +96.9% |
| All | +123.2% | +129.0% | -5.8% | +1,057.4% |
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