-7.1%
IEF vs FICO
+81.4%
-88.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +3.1% | +3.3% | -0.3% | +2.9% |
| 3M | -0.5% | -31.7% | +31.2% | +0.3% |
| 6M | -1.6% | -34.0% | +32.3% | -0.9% |
| YTD | -1.6% | -58.3% | +56.8% | +0.5% |
| 1Y | -1.5% | -57.9% | +56.5% | +0.5% |
| 3Y | +12.4% | -24.1% | +36.5% | +10.2% |
| All | -7.1% | +81.4% | -88.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling