+129.6%
IEF vs FTI
+2,403.4%
-2,273.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -0.7% | +12.3% | -13.1% | -0.3% |
| 3M | -0.4% | +13.8% | -14.2% | +0.1% |
| 6M | -2.5% | +24.3% | -26.8% | -1.6% |
| YTD | -1.6% | +75.8% | -77.4% | +0.7% |
| 1Y | -1.3% | +99.6% | -100.9% | +1.6% |
| 3Y | +10.1% | +278.4% | -268.3% | +16.8% |
| 5Y | -8.3% | +1,168.7% | -1,177.0% | +3.3% |
| 10Y | +4.5% | +297.5% | -293.0% | +14.8% |
| All | +129.6% | +2,403.4% | -2,273.8% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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