+2,105.4%
FIX vs IEF
-8.0%
+2,113.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | -7.2% | -0.8% | -6.5% | -7.1% |
| 3M | -15.9% | -1.0% | -14.9% | -15.7% |
| 6M | +12.7% | -2.8% | +15.5% | +13.4% |
| YTD | +72.8% | -1.5% | +74.3% | +73.4% |
| 1Y | +122.9% | -0.4% | +123.3% | +123.4% |
| 3Y | +774.3% | +9.7% | +764.7% | +750.0% |
| All | +2,105.4% | -8.0% | +2,113.4% | +1,829.3% |
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