+126.7%
IEF vs MCO
+2,337.0%
-2,210.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.1% |
| 7D | -1.3% | -3.8% | +2.4% | -1.5% |
| 30D | -1.7% | -0.4% | -1.4% | -1.8% |
| 3M | -2.5% | +7.7% | -10.3% | -2.2% |
| 6M | -3.3% | +7.0% | -10.2% | -3.0% |
| YTD | -2.8% | -6.4% | +3.6% | -3.0% |
| 1Y | -2.7% | -7.6% | +4.9% | -2.9% |
| 3Y | +8.9% | +43.2% | -34.3% | +10.9% |
| 5Y | -9.4% | +29.6% | -39.0% | -8.1% |
| 10Y | +3.7% | +389.2% | -385.6% | +14.5% |
| All | +126.7% | +2,337.0% | -2,210.2% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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