+129.8%
IEF vs MSI
+1,448.0%
-1,318.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | -0.3% | -3.7% | +3.4% | -0.4% |
| 30D | -0.8% | +6.8% | -7.6% | -0.5% |
| 3M | -1.0% | +14.3% | -15.3% | -0.4% |
| 6M | -2.8% | -1.6% | -1.2% | -2.7% |
| YTD | -1.5% | +22.8% | -24.3% | -0.6% |
| 1Y | -0.4% | -1.1% | +0.7% | -0.4% |
| 3Y | +9.7% | +70.5% | -60.8% | +12.3% |
| 5Y | -8.3% | +102.8% | -111.1% | -5.2% |
| 10Y | +4.6% | +597.4% | -592.8% | +15.1% |
| All | +129.8% | +1,448.0% | -1,318.2% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling