+86.7%
IEF vs LDOS
+495.0%
-408.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.2% |
| 7D | +0.1% | -7.2% | +7.3% | -0.2% |
| 30D | +3.1% | +16.8% | -13.8% | +3.8% |
| 3M | -0.8% | -1.6% | +0.8% | -0.8% |
| 6M | -2.0% | -1.0% | -1.0% | -1.9% |
| YTD | -1.9% | -25.8% | +23.9% | -3.0% |
| 1Y | -1.8% | -31.1% | +29.3% | -3.2% |
| 3Y | +12.0% | +32.8% | -20.8% | +14.5% |
| 5Y | -7.8% | +49.4% | -57.2% | -4.9% |
| 10Y | +4.8% | +253.9% | -249.1% | +15.6% |
| All | +86.7% | +495.0% | -408.3% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling