+284.0%
FITB vs IEF
+3.8%
+280.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.3% |
| 7D | -0.3% | -1.3% | +1.1% | -1.8% |
| 30D | -5.7% | -1.7% | -3.9% | -7.6% |
| 3M | +3.2% | -2.5% | +5.7% | +0.1% |
| 6M | +23.4% | -3.3% | +26.7% | +18.4% |
| YTD | +18.8% | -2.8% | +21.6% | +14.7% |
| 1Y | +25.0% | -2.7% | +27.7% | +20.9% |
| 3Y | +131.2% | +8.9% | +122.3% | +156.7% |
| 5Y | +70.7% | -9.4% | +80.1% | +10.0% |
| All | +284.0% | +3.8% | +280.2% | +290.2% |
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