+4.6%
IEF vs FDS
+77.2%
-72.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | -0.3% | -8.8% | +8.5% | -0.3% |
| 30D | -0.6% | -1.4% | +0.8% | -0.6% |
| 3M | -1.0% | +13.9% | -14.9% | -0.9% |
| 6M | -3.1% | +27.4% | -30.5% | -2.9% |
| YTD | -1.9% | -2.5% | +0.6% | -1.9% |
| 1Y | -1.4% | -23.8% | +22.4% | -1.5% |
| 3Y | +9.8% | -32.5% | +42.3% | +9.7% |
| 5Y | -8.8% | -23.2% | +14.4% | -8.4% |
| All | +4.6% | +77.2% | -72.6% | +10.7% |
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