+129.8%
IEF vs IBN
+3,435.5%
-3,305.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.2% |
| 30D | -0.8% | -0.3% | -0.5% | -0.8% |
| 3M | -1.0% | +17.1% | -18.1% | -0.5% |
| 6M | -2.8% | +3.4% | -6.2% | -2.6% |
| YTD | -1.5% | +2.5% | -4.0% | -1.4% |
| 1Y | -0.4% | -4.2% | +3.7% | -0.5% |
| 3Y | +9.7% | +32.4% | -22.7% | +10.9% |
| 5Y | -8.3% | +59.2% | -67.5% | -6.5% |
| 10Y | +4.6% | +345.7% | -341.1% | +12.0% |
| All | +129.8% | +3,435.5% | -3,305.6% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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