+948.1%
FIX vs IEF
-7.4%
+955.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.5% |
| 7D | -17.5% | +0.1% | -17.6% | -17.5% |
| 30D | -41.6% | +3.1% | -44.7% | -41.9% |
| 3M | -40.6% | -0.5% | -40.1% | -40.5% |
| 6M | -49.4% | -1.6% | -47.7% | -49.1% |
| YTD | +9.2% | -1.6% | +10.8% | +9.7% |
| 1Y | +6.5% | -1.5% | +7.9% | +7.0% |
| 3Y | +448.7% | +12.4% | +436.3% | +430.6% |
| All | +948.1% | -7.4% | +955.4% | +798.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling