+10.7%
IEF vs FN
+111.9%
-101.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -1.9% | +20.8% | -22.7% | -1.9% |
| 30D | +1.1% | -17.3% | +18.4% | +1.1% |
| 3M | -1.9% | -38.1% | +36.2% | -1.9% |
| 6M | -2.4% | -44.2% | +41.9% | -2.4% |
| YTD | -3.0% | -22.3% | +19.3% | -2.9% |
| 1Y | -3.1% | -20.9% | +17.8% | -3.0% |
| All | +10.7% | +111.9% | -101.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling