+40.8%
IEF vs FN
+3,620.5%
-3,579.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | 0.0% |
| 7D | -0.3% | -1.7% | +1.4% | -0.3% |
| 30D | -0.8% | -22.0% | +21.2% | -1.1% |
| 3M | -1.0% | -43.0% | +42.0% | -1.7% |
| 6M | -2.8% | -27.7% | +25.0% | -3.0% |
| YTD | -1.5% | -10.5% | +9.0% | -1.3% |
| 1Y | -0.4% | +12.5% | -12.9% | +0.3% |
| 3Y | +9.7% | +153.8% | -144.1% | +13.0% |
| 5Y | -8.3% | +288.0% | -296.3% | -4.1% |
| 10Y | +4.6% | +906.4% | -901.8% | +13.6% |
| All | +40.8% | +3,620.5% | -3,579.7% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling