+9.6%
IEF vs ETSY
+129.6%
-120.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | -0.3% |
| 7D | -0.3% | -12.9% | +12.6% | -0.2% |
| 30D | -0.6% | -11.5% | +10.9% | -0.5% |
| 3M | -1.0% | +3.5% | -4.5% | -1.0% |
| 6M | -3.1% | +27.6% | -30.7% | -3.2% |
| YTD | -1.9% | +28.4% | -30.3% | -2.0% |
| 1Y | -1.4% | +27.1% | -28.4% | -1.5% |
| 3Y | +9.8% | +6.0% | +3.7% | +9.6% |
| 5Y | -8.8% | -67.1% | +58.3% | -9.2% |
| 10Y | +4.7% | +421.9% | -417.2% | +7.1% |
| All | +9.6% | +129.6% | -120.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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