+120.6%
IBM vs IEF
-8.6%
+129.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +3.6% | -0.3% | +3.9% | +3.6% |
| 30D | +1.5% | -0.6% | +2.1% | +1.6% |
| 3M | -12.9% | -1.0% | -11.9% | -12.8% |
| 6M | -3.9% | -3.1% | -0.8% | -3.7% |
| YTD | -17.3% | -1.9% | -15.5% | -17.2% |
| 1Y | -5.0% | -1.4% | -3.6% | -4.9% |
| 3Y | +78.2% | +9.8% | +68.4% | +77.2% |
| 5Y | +120.6% | -8.8% | +129.4% | +112.3% |
| All | +120.6% | -8.6% | +129.2% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling