+78.9%
IEF vs LULU
+675.0%
-596.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.8% |
| 7D | -1.2% | -20.4% | +19.2% | -1.7% |
| 30D | -1.5% | -22.9% | +21.4% | -2.0% |
| 3M | -1.7% | -18.5% | +16.9% | -2.0% |
| 6M | -3.5% | -41.8% | +38.3% | -4.6% |
| YTD | -2.6% | -53.4% | +50.7% | -4.2% |
| 1Y | -2.4% | -40.9% | +38.5% | -3.3% |
| 3Y | +8.9% | -75.6% | +84.5% | +6.1% |
| 5Y | -9.2% | -77.2% | +68.0% | -11.5% |
| 10Y | +3.9% | +49.5% | -45.6% | +8.9% |
| All | +78.9% | +675.0% | -596.2% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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