+129.8%
IEF vs MAS
+478.4%
-348.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | -0.8% | -5.6% | +4.8% | -0.9% |
| 3M | -1.0% | +4.4% | -5.4% | -0.8% |
| 6M | -2.8% | +7.2% | -10.0% | -2.5% |
| YTD | -1.5% | +16.1% | -17.6% | -0.9% |
| 1Y | -0.4% | +0.1% | -0.5% | -0.3% |
| 3Y | +9.7% | +28.3% | -18.7% | +11.0% |
| 5Y | -8.3% | +30.5% | -38.8% | -7.0% |
| 10Y | +4.6% | +139.1% | -134.5% | +10.2% |
| All | +129.8% | +478.4% | -348.6% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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