+34,720.1%
FIX vs IEF
+129.2%
+34,591.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.3% |
| 7D | -17.5% | +0.1% | -17.6% | -17.2% |
| 30D | -41.6% | +3.1% | -44.7% | -39.4% |
| 3M | -40.6% | -0.5% | -40.1% | -40.6% |
| 6M | -49.4% | -1.6% | -47.7% | -50.1% |
| YTD | +9.2% | -1.6% | +10.8% | +7.5% |
| 1Y | +6.5% | -1.5% | +7.9% | +4.9% |
| 3Y | +448.7% | +12.4% | +436.3% | +528.2% |
| 5Y | +948.7% | -7.5% | +956.2% | +798.2% |
| 10Y | +3,659.7% | +5.2% | +3,654.5% | +3,877.8% |
| All | +34,720.1% | +129.2% | +34,591.0% | +131,880.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling