+3.8%
IEF vs MSI
+601.8%
-598.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -1.2% | -1.8% | +0.6% | -1.2% |
| 30D | -1.5% | -0.6% | -0.8% | -1.5% |
| 3M | -1.7% | +13.0% | -14.7% | -1.4% |
| 6M | -3.5% | +0.5% | -4.0% | -3.5% |
| YTD | -2.6% | +21.7% | -24.3% | -2.2% |
| 1Y | -2.4% | -2.6% | +0.2% | -2.4% |
| 3Y | +8.9% | +69.7% | -60.7% | +10.7% |
| 5Y | -9.2% | +102.8% | -112.0% | -7.2% |
| All | +3.8% | +601.8% | -598.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling