-7.7%
IEF vs IOT
+55.2%
-62.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | -0.2% |
| 7D | -0.3% | +5.1% | -5.4% | -0.4% |
| 30D | -0.6% | -3.0% | +2.5% | -0.5% |
| 3M | -1.0% | +15.0% | -16.0% | -1.2% |
| 6M | -3.1% | +13.1% | -16.2% | -3.3% |
| YTD | -1.9% | +9.0% | -10.9% | -2.1% |
| 1Y | -1.4% | +0.1% | -1.5% | -1.5% |
| 3Y | +9.8% | +26.4% | -16.6% | +8.8% |
| All | -7.7% | +55.2% | -62.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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