-9.5%
IEF vs FANG
+232.6%
-242.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.2% |
| 30D | -1.7% | +2.6% | -4.4% | -1.7% |
| 3M | -2.5% | +7.6% | -10.1% | -2.2% |
| 6M | -3.3% | +17.3% | -20.6% | -2.7% |
| YTD | -2.8% | +38.7% | -41.5% | -1.7% |
| 1Y | -2.7% | +51.6% | -54.4% | -1.3% |
| 3Y | +8.9% | +50.0% | -41.1% | +10.7% |
| All | -9.5% | +232.6% | -242.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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