+1,027.6%
FIX vs IEF
-8.1%
+1,035.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | -2.0% | +11.4% | +9.7% |
| 30D | -27.8% | +0.7% | -28.5% | -28.0% |
| 3M | -35.6% | -2.5% | -33.1% | -35.3% |
| 6M | -45.2% | -2.6% | -42.7% | -45.0% |
| YTD | +19.5% | -3.2% | +22.7% | +20.3% |
| 1Y | +24.2% | -3.0% | +27.3% | +25.0% |
| 3Y | +494.2% | +10.5% | +483.6% | +475.5% |
| All | +1,027.6% | -8.1% | +1,035.7% | +876.4% |
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