-83.2%
FIG vs IEF
-0.1%
-83.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.0% |
| 7D | +3.4% | -2.0% | +5.4% | +5.2% |
| 30D | -9.5% | +0.7% | -10.2% | -10.1% |
| 3M | -26.2% | -2.5% | -23.7% | -25.4% |
| 6M | +2.7% | -2.6% | +5.3% | +3.7% |
| YTD | -48.0% | -3.2% | -44.8% | -47.4% |
| 1Y | -52.0% | -3.0% | -49.0% | -51.6% |
| All | -83.2% | -0.1% | -83.0% | -84.9% |
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 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