-1.4%
IEF vs FN
-20.4%
+19.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -11.9% | -0.1% |
| 7D | +0.3% | +16.3% | -16.0% | +0.3% |
| 30D | +2.7% | -24.7% | +27.4% | +2.9% |
| 3M | -0.8% | -34.9% | +34.2% | -0.6% |
| 6M | -1.7% | -41.1% | +39.4% | -1.5% |
| YTD | -1.6% | -19.6% | +18.0% | -1.7% |
| All | -1.4% | -20.4% | +19.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling