+44.5%
GOOG vs IEF
-0.2%
+44.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.2% | -0.3% | -1.9% | -1.8% |
| 30D | -6.9% | -0.8% | -6.1% | -5.8% |
| 3M | -9.1% | -1.0% | -8.2% | -7.8% |
| 6M | +10.6% | -2.8% | +13.4% | +13.6% |
| YTD | +7.0% | -1.5% | +8.5% | +10.0% |
| 1Y | +44.5% | -0.4% | +45.0% | +49.6% |
| All | +44.5% | -0.2% | +44.8% | +49.6% |
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