-9.6%
IEF vs FRSH
-72.5%
+62.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.3% | -6.6% | +5.3% | -1.3% |
| 30D | -1.7% | +2.1% | -3.8% | -1.8% |
| 3M | -2.5% | +29.0% | -31.5% | -2.8% |
| 6M | -3.3% | +48.6% | -51.9% | -3.6% |
| YTD | -2.8% | -2.9% | +0.1% | -2.9% |
| 1Y | -2.7% | -7.9% | +5.2% | -2.7% |
| 3Y | +8.9% | -46.5% | +55.4% | +9.3% |
| All | -9.6% | -72.5% | +62.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling