-22.6%
FPS vs IEF
-2.1%
-20.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.5% | -17.9% | -17.6% |
| 7D | -23.3% | +0.9% | -24.2% | -24.0% |
| 30D | -42.4% | +3.1% | -45.5% | -46.3% |
| 3M | -43.0% | -1.4% | -41.7% | -38.3% |
| 6M | -44.5% | -1.6% | -42.9% | -39.3% |
| All | -22.6% | -2.1% | -20.5% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling