-66.1%
FIS vs IEF
-8.6%
-57.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -10.4% | -0.6% | -9.9% | -10.4% |
| 3M | -3.7% | -1.0% | -2.7% | -3.6% |
| 6M | -24.8% | -3.1% | -21.7% | -24.5% |
| YTD | -41.6% | -1.9% | -39.7% | -41.4% |
| 1Y | -42.7% | -1.4% | -41.4% | -42.6% |
| 3Y | -26.2% | +9.8% | -36.0% | -26.8% |
| 5Y | -66.1% | -8.8% | -57.3% | -69.9% |
| All | -66.1% | -8.6% | -57.5% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling