+129.5%
IEF vs LSCC
+1,636.1%
-1,506.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.5% | +0.1% |
| 7D | +0.3% | +19.3% | -19.0% | +0.7% |
| 30D | +2.7% | -9.6% | +12.3% | +2.5% |
| 3M | -0.8% | -12.4% | +11.6% | -0.9% |
| 6M | -1.7% | -10.5% | +8.8% | -1.6% |
| YTD | -1.6% | +54.8% | -56.4% | -0.2% |
| 1Y | -1.6% | +79.4% | -81.0% | +0.2% |
| 3Y | +12.4% | +109.6% | -97.2% | +15.6% |
| 5Y | -7.6% | +40.4% | -48.0% | -5.3% |
| 10Y | +7.6% | +1,379.1% | -1,371.5% | +20.3% |
| All | +129.5% | +1,636.1% | -1,506.6% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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