+6.5%
IEF vs MGY
+209.8%
-203.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.2% | +1.8% | -3.0% | -1.1% |
| 30D | -1.5% | +6.5% | -8.0% | -1.3% |
| 3M | -1.7% | +0.3% | -2.0% | -1.6% |
| 6M | -3.5% | -2.4% | -1.1% | -3.5% |
| YTD | -2.6% | +29.0% | -31.6% | -2.0% |
| 1Y | -2.4% | +17.0% | -19.4% | -1.9% |
| 3Y | +8.9% | +26.2% | -17.2% | +9.9% |
| 5Y | -9.2% | +92.3% | -101.6% | -6.9% |
| All | +6.5% | +209.8% | -203.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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