-8.8%
IEF vs FDS
-23.5%
+14.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | -0.3% | -8.8% | +8.5% | 0.0% |
| 30D | -0.6% | -1.4% | +0.8% | -0.6% |
| 3M | -1.0% | +13.9% | -14.9% | -1.5% |
| 6M | -3.1% | +27.4% | -30.5% | -4.0% |
| YTD | -1.9% | -2.5% | +0.6% | -1.7% |
| 1Y | -1.4% | -23.8% | +22.4% | 0.0% |
| 3Y | +9.8% | -32.5% | +42.3% | +11.8% |
| 5Y | -8.8% | -23.2% | +14.4% | -7.5% |
| All | -8.8% | -23.5% | +14.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling