+5.8%
IEF vs MSFU
+76.3%
-70.6%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | 0.0% |
| 7D | -0.3% | -5.7% | +5.4% | -0.3% |
| 30D | -0.8% | +4.2% | -5.0% | -0.8% |
| 3M | -1.0% | +27.9% | -28.9% | -1.1% |
| 6M | -2.8% | +37.1% | -39.9% | -3.0% |
| YTD | -1.5% | -7.4% | +5.9% | -1.5% |
| 1Y | -0.4% | -19.6% | +19.2% | -0.4% |
| 3Y | +9.7% | +33.2% | -23.5% | +8.3% |
| All | +5.8% | +76.3% | -70.6% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling