-7.8%
IEF vs FICO
+91.4%
-99.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.0% | +2.2% | -4.2% | -2.0% |
| 30D | +0.7% | +0.1% | +0.6% | +0.7% |
| 3M | -2.5% | -35.2% | +32.7% | -1.6% |
| 6M | -2.6% | -32.4% | +29.8% | -1.9% |
| YTD | -3.2% | -57.4% | +54.2% | -1.2% |
| 1Y | -3.0% | -58.5% | +55.5% | -1.0% |
| 3Y | +10.5% | -28.9% | +39.4% | +8.8% |
| All | -7.8% | +91.4% | -99.2% | -13.6% |
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