+14.4%
FIX vs IEF
-1.9%
+16.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.5% | -15.6% | -15.0% |
| 7D | -18.9% | +0.9% | -19.8% | -19.0% |
| 30D | -36.3% | +3.1% | -39.4% | -37.6% |
| 3M | -38.5% | -1.4% | -37.2% | -36.1% |
| 6M | -42.3% | -1.6% | -40.7% | -39.7% |
| YTD | +17.1% | -2.1% | +19.2% | +24.6% |
| 1Y | +14.4% | -2.0% | +16.4% | +20.7% |
| All | +14.4% | -1.9% | +16.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling