+128.9%
IEF vs FICO
+2,980.4%
-2,851.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -0.8% | -31.7% | +30.9% | -1.4% |
| 6M | -2.0% | -34.0% | +32.0% | -2.6% |
| YTD | -1.9% | -58.3% | +56.4% | -3.5% |
| 1Y | -1.8% | -57.9% | +56.1% | -3.4% |
| 3Y | +12.0% | -24.1% | +36.1% | +12.7% |
| 5Y | -7.8% | +85.3% | -93.1% | -4.0% |
| 10Y | +4.8% | +520.3% | -515.5% | +17.4% |
| All | +128.9% | +2,980.4% | -2,851.5% | +195.9% |
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