-72.3%
FIS vs IEF
-8.1%
-64.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -6.0% |
| 7D | -3.5% | -1.9% | -1.6% | -3.2% |
| 30D | -19.4% | +1.1% | -20.5% | -19.6% |
| 3M | -31.6% | -1.9% | -29.6% | -31.4% |
| 6M | -32.5% | -2.4% | -30.2% | -32.4% |
| YTD | -56.0% | -3.0% | -53.0% | -55.8% |
| 1Y | -55.5% | -3.1% | -52.4% | -55.4% |
| 3Y | -41.3% | +10.7% | -52.0% | -41.7% |
| 5Y | -72.3% | -8.0% | -64.3% | -75.8% |
| All | -72.3% | -8.1% | -64.1% | -75.8% |
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