+14.4%
IEF vs FANG
+1,412.9%
-1,398.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.3% |
| 30D | -1.7% | +2.6% | -4.4% | -1.7% |
| 3M | -2.5% | +7.6% | -10.1% | -2.3% |
| 6M | -3.3% | +17.3% | -20.6% | -2.8% |
| YTD | -2.8% | +38.7% | -41.5% | -1.9% |
| 1Y | -2.7% | +51.6% | -54.4% | -1.6% |
| 3Y | +8.9% | +50.0% | -41.1% | +10.4% |
| 5Y | -9.4% | +237.6% | -247.0% | -6.0% |
| 10Y | +3.7% | +180.7% | -177.0% | +8.6% |
| All | +14.4% | +1,412.9% | -1,398.5% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling