+605.5%
IBM vs IEF
+125.4%
+480.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +0.9% |
| 7D | +1.6% | -2.0% | +3.5% | 0.0% |
| 30D | +9.2% | +0.7% | +8.5% | +9.8% |
| 3M | +4.9% | -2.5% | +7.4% | +2.7% |
| 6M | +16.8% | -2.6% | +19.3% | +14.2% |
| YTD | -14.3% | -3.2% | -11.1% | -16.6% |
| 1Y | -16.7% | -3.0% | -13.7% | -18.9% |
| 3Y | +82.2% | +10.5% | +71.7% | +98.8% |
| 5Y | +149.9% | -8.2% | +158.1% | +123.9% |
| 10Y | +142.6% | +6.7% | +135.9% | +158.5% |
| All | +605.5% | +125.4% | +480.1% | +2,145.3% |
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 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