+0.7%
FPS vs IEF
-2.6%
+3.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -2.8% |
| 7D | -4.6% | -1.2% | -3.4% | 0.0% |
| 30D | -22.6% | -1.5% | -21.1% | -18.2% |
| 3M | -45.1% | -1.7% | -43.4% | -41.4% |
| 6M | -17.8% | -3.5% | -14.3% | -7.4% |
| All | +0.7% | -2.6% | +3.3% | +16.3% |
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 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