+7.6%
IEF vs FN
+837.6%
-830.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -11.9% | 0.0% |
| 7D | +0.3% | +16.3% | -16.0% | +0.5% |
| 30D | +2.7% | -24.7% | +27.4% | +2.5% |
| 3M | -0.8% | -34.9% | +34.2% | -1.0% |
| 6M | -1.7% | -41.1% | +39.4% | -1.9% |
| YTD | -1.6% | -19.6% | +18.0% | -1.5% |
| 1Y | -1.6% | -18.5% | +17.0% | -1.4% |
| 3Y | +12.4% | +119.1% | -106.8% | +14.2% |
| 5Y | -7.6% | +206.9% | -214.5% | -5.4% |
| 10Y | +7.6% | +826.4% | -818.9% | +14.0% |
| All | +7.6% | +837.6% | -830.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling