+129.6%
IEF vs FE
+388.1%
-258.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +3.1% | +5.2% | -2.1% | +3.2% |
| 3M | -0.5% | 0.0% | -0.4% | -0.5% |
| 6M | -1.6% | +5.0% | -6.7% | -1.5% |
| YTD | -1.6% | +7.9% | -9.5% | -1.4% |
| 1Y | -1.5% | +6.3% | -7.8% | -1.3% |
| 3Y | +12.4% | +46.0% | -33.6% | +13.5% |
| 5Y | -7.5% | +45.6% | -53.1% | -6.5% |
| 10Y | +5.2% | +109.3% | -104.2% | +8.3% |
| All | +129.6% | +388.1% | -258.5% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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