+7.5%
IEF vs LDOS
+228.4%
-220.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -1.9% | -3.5% | +1.5% | -2.0% |
| 30D | +1.1% | +9.5% | -8.4% | +1.3% |
| 3M | -1.9% | -6.3% | +4.4% | -2.1% |
| 6M | -2.4% | +2.8% | -5.2% | -2.3% |
| YTD | -3.0% | -26.6% | +23.6% | -3.6% |
| 1Y | -3.1% | -31.3% | +28.2% | -3.9% |
| 3Y | +10.7% | +30.9% | -20.3% | +12.3% |
| 5Y | -8.0% | +49.4% | -57.4% | -6.0% |
| All | +7.5% | +228.4% | -220.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling