+232.6%
FIS vs IEF
+129.4%
+103.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -0.3% | +1.4% | +0.8% |
| 30D | -2.2% | -0.8% | -1.4% | -2.9% |
| 3M | +2.1% | -1.0% | +3.1% | +1.3% |
| 6M | -14.7% | -2.8% | -11.9% | -16.7% |
| YTD | -35.7% | -1.5% | -34.2% | -36.5% |
| 1Y | -37.1% | -0.4% | -36.6% | -37.3% |
| 3Y | -20.0% | +9.7% | -29.7% | -13.5% |
| 5Y | -62.1% | -8.3% | -53.8% | -66.7% |
| 10Y | -37.4% | +4.6% | -42.0% | -34.9% |
| All | +232.6% | +129.4% | +103.3% | +963.8% |
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 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