+134.5%
IBM vs IEF
+4.0%
+130.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.8% |
| 7D | -0.3% | -1.2% | +0.9% | -0.8% |
| 30D | -1.8% | -1.5% | -0.4% | -2.5% |
| 3M | -13.5% | -1.7% | -11.8% | -14.1% |
| 6M | -5.1% | -3.5% | -1.6% | -6.7% |
| YTD | -19.4% | -2.6% | -16.7% | -20.4% |
| 1Y | -6.5% | -2.4% | -4.1% | -7.5% |
| 3Y | +73.8% | +8.9% | +64.9% | +81.9% |
| 5Y | +116.3% | -9.2% | +125.6% | +81.2% |
| All | +134.5% | +4.0% | +130.6% | +120.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling