+125.9%
IEF vs FTI
+2,022.3%
-1,896.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.1% |
| 7D | -2.0% | +4.3% | -6.3% | -1.8% |
| 30D | +0.7% | -4.7% | +5.4% | +0.6% |
| 3M | -2.5% | -13.5% | +11.0% | -3.0% |
| 6M | -2.6% | -8.7% | +6.2% | -2.8% |
| YTD | -3.2% | +49.0% | -52.2% | -1.5% |
| 1Y | -3.0% | +54.0% | -57.1% | -1.2% |
| 3Y | +10.5% | +211.6% | -201.1% | +16.4% |
| 5Y | -8.2% | +881.9% | -890.0% | +2.3% |
| 10Y | +6.7% | +188.1% | -181.4% | +15.6% |
| All | +125.9% | +2,022.3% | -1,896.4% | +180.4% |
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