+129.8%
IEF vs FDS
+2,057.6%
-1,927.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.2% |
| 7D | -0.3% | -1.9% | +1.6% | -0.4% |
| 30D | -0.8% | +9.0% | -9.8% | -0.4% |
| 3M | -1.0% | +18.9% | -19.8% | -0.2% |
| 6M | -2.8% | +35.1% | -37.9% | -1.4% |
| YTD | -1.5% | +5.5% | -7.0% | -1.0% |
| 1Y | -0.4% | -16.8% | +16.4% | -0.9% |
| 3Y | +9.7% | -28.1% | +37.7% | +8.7% |
| 5Y | -8.3% | -17.4% | +9.1% | -8.2% |
| 10Y | +4.6% | +85.4% | -80.8% | +10.9% |
| All | +129.8% | +2,057.6% | -1,927.8% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling