-8.0%
IEF vs MSI
+126.2%
-134.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.9% | +2.6% | -4.5% | -2.0% |
| 30D | +1.1% | +18.1% | -17.0% | +0.8% |
| 3M | -1.9% | +13.2% | -15.1% | -2.2% |
| 6M | -2.4% | +36.3% | -38.7% | -3.0% |
| YTD | -3.0% | +39.5% | -42.5% | -3.7% |
| 1Y | -3.1% | +36.9% | -40.0% | -3.8% |
| 3Y | +10.7% | +76.1% | -65.4% | +9.3% |
| 5Y | -8.0% | +123.7% | -131.7% | -9.9% |
| All | -8.0% | +126.2% | -134.2% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling