+7.3%
IEF vs FICO
+535.6%
-528.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.9% |
| 7D | -0.2% | +0.9% | -1.0% | -0.2% |
| 30D | +1.8% | +9.4% | -7.6% | +1.7% |
| 3M | -1.2% | -30.4% | +29.2% | -1.0% |
| 6M | -2.5% | -35.1% | +32.6% | -2.3% |
| YTD | -2.5% | -56.8% | +54.3% | -2.0% |
| 1Y | -2.3% | -58.4% | +56.1% | -1.8% |
| 3Y | +11.3% | -26.7% | +38.0% | +11.4% |
| 5Y | -7.6% | +88.0% | -95.6% | -7.4% |
| 10Y | +7.3% | +545.7% | -538.5% | +12.7% |
| All | +7.3% | +535.6% | -528.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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