+7.3%
IEF vs FDS
+127.7%
-120.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.0% | +1.5% | -3.4% | -2.0% |
| 30D | +0.7% | +14.8% | -14.1% | +0.7% |
| 3M | -2.5% | +16.3% | -18.8% | -2.5% |
| 6M | -2.6% | +66.2% | -68.8% | -2.4% |
| YTD | -3.2% | +16.2% | -19.4% | -3.2% |
| 1Y | -3.0% | +21.8% | -24.9% | -3.0% |
| 3Y | +10.5% | -23.9% | +34.4% | +10.4% |
| 5Y | -8.2% | -23.1% | +14.9% | -8.4% |
| All | +7.3% | +127.7% | -120.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling