+40.9%
ICE vs IEF
-8.1%
+49.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.6% | -2.0% | +5.6% | +4.7% |
| 30D | +15.1% | +0.7% | +14.4% | +14.7% |
| 3M | +15.4% | -2.5% | +17.9% | +16.8% |
| 6M | +16.1% | -2.6% | +18.7% | +17.6% |
| YTD | +11.4% | -3.2% | +14.6% | +13.2% |
| 1Y | +18.5% | -3.0% | +21.5% | +20.3% |
| 3Y | +70.5% | +10.5% | +60.0% | +63.0% |
| All | +40.9% | -8.1% | +49.0% | +37.8% |
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