+40.6%
ICE vs IEF
+9.2%
+31.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | +0.1% |
| 7D | -5.3% | -1.2% | -4.1% | -4.6% |
| 30D | +3.0% | -1.5% | +4.5% | +4.0% |
| 3M | +11.4% | -1.7% | +13.1% | +12.6% |
| 6M | -2.0% | -3.5% | +1.5% | +0.2% |
| YTD | -3.1% | -2.6% | -0.5% | -1.5% |
| 1Y | -8.4% | -2.4% | -6.0% | -6.9% |
| All | +40.6% | +9.2% | +31.5% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling