+4.7%
IEF vs FFIV
+239.4%
-234.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -0.2% |
| 7D | -0.3% | +3.5% | -3.8% | -0.3% |
| 30D | -0.6% | -1.3% | +0.7% | -0.6% |
| 3M | -1.0% | +2.4% | -3.4% | -0.9% |
| 6M | -3.1% | +41.8% | -44.9% | -2.5% |
| YTD | -1.9% | +58.5% | -60.4% | -1.0% |
| 1Y | -1.4% | +24.3% | -25.7% | -0.9% |
| 3Y | +9.8% | +152.0% | -142.2% | +11.7% |
| 5Y | -8.8% | +99.1% | -107.9% | -7.7% |
| 10Y | +4.7% | +242.8% | -238.1% | +9.2% |
| All | +4.7% | +239.4% | -234.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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