+13,164.2%
GOOG vs IEF
+96.8%
+13,067.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.8% |
| 30D | -7.7% | -0.6% | -7.1% | -8.0% |
| 3M | -9.3% | -1.0% | -8.3% | -9.9% |
| 6M | +7.4% | -3.1% | +10.5% | +5.0% |
| YTD | +4.9% | -1.9% | +6.7% | +3.4% |
| 1Y | +37.2% | -1.4% | +38.6% | +35.8% |
| 3Y | +141.6% | +9.8% | +131.8% | +157.8% |
| 5Y | +128.8% | -8.8% | +137.6% | +102.6% |
| 10Y | +772.7% | +4.7% | +768.1% | +802.3% |
| All | +13,164.2% | +96.8% | +13,067.4% | +21,706.8% |
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