+5,993.3%
FIX vs IEF
+4.2%
+5,989.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.3% |
| 7D | +6.1% | +0.1% | +6.0% | +6.1% |
| 30D | -2.7% | -0.7% | -1.9% | -3.0% |
| 3M | -10.9% | -0.4% | -10.5% | -11.2% |
| 6M | +29.0% | -2.5% | +31.5% | +26.9% |
| YTD | +76.9% | -1.6% | +78.5% | +75.0% |
| 1Y | +130.7% | -1.3% | +132.1% | +128.8% |
| 3Y | +790.7% | +10.1% | +780.6% | +846.5% |
| 5Y | +2,185.6% | -8.3% | +2,193.9% | +1,626.2% |
| 10Y | +5,993.3% | +4.5% | +5,988.8% | +5,359.6% |
| All | +5,993.3% | +4.2% | +5,989.1% | +5,359.6% |
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