+127.2%
IEF vs KMX
+543.8%
-416.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.2% | -3.4% | +2.2% | -1.3% |
| 30D | -1.5% | +4.0% | -5.5% | -1.4% |
| 3M | -1.7% | +24.8% | -26.5% | -1.0% |
| 6M | -3.5% | +43.6% | -47.1% | -2.4% |
| YTD | -2.6% | +56.6% | -59.3% | -1.2% |
| 1Y | -2.4% | +2.2% | -4.6% | -2.0% |
| 3Y | +8.9% | -25.4% | +34.4% | +8.8% |
| 5Y | -9.2% | -55.0% | +45.8% | -10.6% |
| 10Y | +3.9% | +9.6% | -5.7% | +7.8% |
| All | +127.2% | +543.8% | -416.7% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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