-79.9%
FIG vs IEF
+0.3%
-80.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | -3.8% | -1.3% | -2.5% | -3.1% |
| 30D | -2.3% | -1.7% | -0.6% | -1.3% |
| 3M | +20.0% | -2.5% | +22.5% | +21.0% |
| 6M | -16.7% | -3.3% | -13.4% | -15.0% |
| YTD | -37.9% | -2.8% | -35.1% | -37.1% |
| 1Y | -58.5% | -2.7% | -55.8% | -57.5% |
| All | -79.9% | +0.3% | -80.2% | -82.0% |
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