+99.3%
IEF vs ITOT
+885.8%
-786.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -0.6% | -1.6% | +1.0% | -0.7% |
| 3M | -1.0% | +3.5% | -4.5% | -0.6% |
| 6M | -3.1% | +13.1% | -16.2% | -1.8% |
| YTD | -1.9% | +12.7% | -14.6% | -0.6% |
| 1Y | -1.4% | +18.3% | -19.7% | +0.4% |
| 3Y | +9.8% | +76.4% | -66.6% | +16.9% |
| 5Y | -8.8% | +73.8% | -82.6% | -2.9% |
| 10Y | +4.7% | +301.2% | -296.5% | +27.0% |
| All | +99.3% | +885.8% | -786.6% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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