+5.0%
IEF vs MSFU
+85.8%
-80.8%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | -0.1% |
| 7D | -0.8% | -12.7% | +11.9% | -0.7% |
| 30D | +2.0% | -9.0% | +11.0% | +2.1% |
| 3M | -1.1% | +2.9% | -4.0% | -1.1% |
| 6M | -1.9% | +43.5% | -45.5% | -2.1% |
| YTD | -2.2% | -2.4% | +0.2% | -2.3% |
| 1Y | -2.3% | -13.5% | +11.2% | -2.4% |
| 3Y | +11.6% | +19.2% | -7.6% | +10.8% |
| All | +5.0% | +85.8% | -80.8% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling