+3.9%
IEF vs MSFU
+88.0%
-84.1%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -2.0% |
| 30D | +0.7% | -5.3% | +6.0% | +0.7% |
| 3M | -2.5% | +7.2% | -9.7% | -2.5% |
| 6M | -2.6% | +51.0% | -53.5% | -2.8% |
| YTD | -3.2% | -1.2% | -2.0% | -3.3% |
| 1Y | -3.0% | -10.3% | +7.3% | -3.1% |
| 3Y | +10.5% | +22.2% | -11.7% | +9.7% |
| All | +3.9% | +88.0% | -84.1% | +1.4% |
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