-80.9%
FIG vs IEF
+1.3%
-82.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -14.5% | -0.3% | -14.2% | -14.3% |
| 30D | -13.3% | -0.6% | -12.7% | -12.9% |
| 3M | +7.4% | -1.0% | +8.4% | +7.9% |
| 6M | -27.8% | -3.1% | -24.7% | -26.4% |
| YTD | -41.1% | -1.9% | -39.2% | -40.7% |
| 1Y | -58.7% | -1.4% | -57.4% | -58.4% |
| All | -80.9% | +1.3% | -82.2% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling