+129.8%
IEF vs FICO
+3,976.0%
-3,846.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | -0.4% |
| 7D | -0.3% | -19.2% | +18.9% | -0.7% |
| 30D | -0.8% | -14.6% | +13.8% | -1.1% |
| 3M | -1.0% | -20.1% | +19.1% | -1.4% |
| 6M | -2.8% | -36.3% | +33.6% | -3.6% |
| YTD | -1.5% | -44.9% | +43.4% | -2.6% |
| 1Y | -0.4% | -38.6% | +38.2% | -1.2% |
| 3Y | +9.7% | +4.0% | +5.7% | +11.0% |
| 5Y | -8.3% | +99.5% | -107.9% | -4.9% |
| 10Y | +4.6% | +604.7% | -600.1% | +16.9% |
| All | +129.8% | +3,976.0% | -3,846.1% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling