+125.9%
IEF vs FFIV
+5,095.6%
-4,969.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.3% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | +0.7% | -32.4% | +33.1% | -0.4% |
| 3M | -2.5% | -25.7% | +23.2% | -3.2% |
| 6M | -2.6% | -13.5% | +10.9% | -2.8% |
| YTD | -3.2% | +21.1% | -24.3% | -2.4% |
| 1Y | -3.0% | +29.4% | -32.5% | -2.0% |
| 3Y | +10.5% | +94.9% | -84.4% | +13.4% |
| 5Y | -8.2% | +34.7% | -42.9% | -6.7% |
| 10Y | +6.7% | +119.0% | -112.3% | +11.2% |
| All | +125.9% | +5,095.6% | -4,969.8% | +177.6% |
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