+41.7%
ICE vs IEF
-9.5%
+51.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.4% | -1.3% | -1.0% | -1.8% |
| 30D | +4.0% | -1.7% | +5.8% | +4.9% |
| 3M | +13.7% | -2.5% | +16.2% | +15.1% |
| 6M | +0.9% | -3.3% | +4.2% | +2.5% |
| YTD | -2.1% | -2.8% | +0.7% | -0.8% |
| 1Y | -9.5% | -2.7% | -6.8% | -8.3% |
| 3Y | +42.1% | +8.9% | +33.2% | +36.8% |
| All | +41.7% | -9.5% | +51.2% | +35.1% |
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 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