+3,711.2%
FIX vs IEF
+8.4%
+3,702.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +6.4% | -0.8% | +7.2% | +6.0% |
| 30D | -29.1% | +2.0% | -31.1% | -28.1% |
| 3M | -31.1% | -1.1% | -30.1% | -31.4% |
| 6M | -42.8% | -1.9% | -40.9% | -43.3% |
| YTD | +24.6% | -2.2% | +26.9% | +23.3% |
| 1Y | +21.9% | -2.3% | +24.3% | +20.5% |
| 3Y | +524.9% | +11.6% | +513.3% | +575.0% |
| 5Y | +1,092.2% | -7.1% | +1,099.3% | +839.4% |
| All | +3,711.2% | +8.4% | +3,702.8% | +3,442.9% |
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 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