+13,503.3%
GOOGL vs IEF
+97.3%
+13,406.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -4.4% | -0.7% | -3.7% | -4.9% |
| 3M | -6.8% | -0.4% | -6.4% | -7.1% |
| 6M | +13.6% | -2.5% | +16.1% | +11.4% |
| YTD | +8.3% | -1.6% | +9.9% | +7.0% |
| 1Y | +44.9% | -1.3% | +46.3% | +43.4% |
| 3Y | +150.5% | +10.1% | +140.4% | +167.9% |
| 5Y | +137.7% | -8.3% | +146.0% | +111.7% |
| 10Y | +750.9% | +4.5% | +746.5% | +777.6% |
| All | +13,503.3% | +97.3% | +13,406.0% | +22,318.5% |
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