+129.1%
IEF vs FICO
+2,992.9%
-2,863.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.4% |
| 7D | +0.8% | -0.3% | +1.0% | +0.8% |
| 30D | +3.2% | +1.7% | +1.5% | +3.3% |
| 3M | -1.1% | -35.2% | +34.1% | -1.8% |
| 6M | -1.4% | -33.7% | +32.3% | -2.0% |
| YTD | -1.8% | -58.2% | +56.4% | -3.4% |
| 1Y | -1.2% | -56.6% | +55.4% | -2.7% |
| 3Y | +11.5% | -24.0% | +35.5% | +12.2% |
| 5Y | -7.7% | +86.1% | -93.8% | -3.9% |
| 10Y | +4.9% | +522.8% | -517.9% | +17.6% |
| All | +129.1% | +2,992.9% | -2,863.7% | +196.3% |
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 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