-8.0%
IEF vs FIVE
+31.2%
-39.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.1% |
| 7D | -0.3% | +4.3% | -4.6% | -0.3% |
| 30D | -0.8% | +12.5% | -13.3% | -0.9% |
| 3M | -1.0% | +31.2% | -32.2% | -1.2% |
| 6M | -2.8% | +14.4% | -17.1% | -2.9% |
| YTD | -1.5% | +33.9% | -35.4% | -1.7% |
| 1Y | -0.4% | +65.1% | -65.5% | -0.8% |
| 3Y | +9.7% | +49.0% | -39.3% | +9.9% |
| All | -8.0% | +31.2% | -39.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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