+129.8%
IEF vs FFIV
+6,462.5%
-6,332.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -0.8% | -5.1% | +4.3% | -0.9% |
| 3M | -1.0% | -4.5% | +3.5% | -1.1% |
| 6M | -2.8% | +36.5% | -39.2% | -1.8% |
| YTD | -1.5% | +53.0% | -54.5% | -0.1% |
| 1Y | -0.4% | +24.2% | -24.6% | +0.4% |
| 3Y | +9.7% | +137.2% | -127.6% | +13.1% |
| 5Y | -8.3% | +91.8% | -100.1% | -5.9% |
| 10Y | +4.6% | +215.2% | -210.6% | +10.1% |
| All | +129.8% | +6,462.5% | -6,332.7% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling