+129.6%
IEF vs FLR
+332.9%
-203.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | -0.7% | -0.7% | -0.1% | -0.7% |
| 3M | -0.4% | +14.3% | -14.8% | 0.0% |
| 6M | -2.5% | +25.6% | -28.1% | -1.7% |
| YTD | -1.6% | +42.9% | -44.5% | -0.3% |
| 1Y | -1.3% | +38.7% | -40.1% | -0.1% |
| 3Y | +10.1% | +61.8% | -51.7% | +12.7% |
| 5Y | -8.3% | +254.1% | -262.4% | -3.0% |
| 10Y | +4.5% | +20.0% | -15.6% | +7.8% |
| All | +129.6% | +332.9% | -203.3% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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