+2,316.3%
ICE vs IEF
+93.2%
+2,223.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.1% |
| 7D | -0.7% | -0.3% | -0.4% | -1.0% |
| 30D | +7.6% | -0.8% | +8.4% | +6.7% |
| 3M | +13.9% | -1.0% | +14.9% | +12.7% |
| 6M | -2.4% | -2.8% | +0.4% | -5.4% |
| YTD | +0.3% | -1.5% | +1.8% | -1.5% |
| 1Y | -6.4% | -0.4% | -6.0% | -7.0% |
| 3Y | +43.1% | +9.7% | +33.5% | +57.7% |
| 5Y | +42.1% | -8.3% | +50.4% | +14.6% |
| 10Y | +220.9% | +4.6% | +216.3% | +235.8% |
| All | +2,316.3% | +93.2% | +2,223.0% | +9,917.7% |
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