+140.5%
IBM vs IEF
+4.8%
+135.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.3% |
| 7D | +3.6% | -0.3% | +3.9% | +3.4% |
| 30D | +1.5% | -0.6% | +2.1% | +1.3% |
| 3M | -12.9% | -1.0% | -11.9% | -13.3% |
| 6M | -3.9% | -3.1% | -0.8% | -5.3% |
| YTD | -17.3% | -1.9% | -15.5% | -18.1% |
| 1Y | -5.0% | -1.4% | -3.6% | -5.6% |
| 3Y | +78.2% | +9.8% | +68.4% | +87.2% |
| 5Y | +120.6% | -8.8% | +129.4% | +84.5% |
| All | +140.5% | +4.8% | +135.7% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling