-52.4%
FIS vs IEF
+7.3%
-59.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.1% |
| 7D | +2.8% | -2.0% | +4.8% | +2.1% |
| 30D | -16.7% | +0.7% | -17.4% | -16.5% |
| 3M | -32.3% | -2.5% | -29.8% | -32.9% |
| 6M | -29.1% | -2.6% | -26.5% | -29.7% |
| YTD | -54.1% | -3.2% | -50.9% | -54.7% |
| 1Y | -53.7% | -3.0% | -50.7% | -54.2% |
| 3Y | -38.8% | +10.5% | -49.4% | -35.8% |
| 5Y | -71.1% | -8.2% | -62.9% | -75.3% |
| All | -52.4% | +7.3% | -59.7% | -53.3% |
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