+10.1%
IEF vs MSFU
+29.4%
-19.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | +0.1% | -3.2% | +3.2% | +0.1% |
| 30D | -0.7% | -3.1% | +2.4% | -0.7% |
| 3M | -0.4% | +35.3% | -35.7% | -0.3% |
| 6M | -2.5% | +31.6% | -34.1% | -2.4% |
| YTD | -1.6% | -9.5% | +7.9% | -1.8% |
| 1Y | -1.3% | -18.4% | +17.1% | -1.6% |
| 3Y | +10.1% | +26.9% | -16.8% | +10.2% |
| All | +10.1% | +29.4% | -19.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling