+129.0%
IEF vs LUV
+249.1%
-120.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -0.6% | -13.4% | +12.9% | -1.0% |
| 3M | -1.0% | -9.6% | +8.6% | -1.3% |
| 6M | -3.1% | -8.9% | +5.8% | -3.2% |
| YTD | -1.9% | -5.2% | +3.3% | -1.8% |
| 1Y | -1.4% | +27.0% | -28.4% | -0.2% |
| 3Y | +9.8% | +39.6% | -29.9% | +12.2% |
| 5Y | -8.8% | -14.4% | +5.6% | -8.4% |
| 10Y | +4.7% | +17.3% | -12.6% | +8.6% |
| All | +129.0% | +249.1% | -120.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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