+23.3%
IEF vs MTSI
+1,004.6%
-981.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | 0.0% |
| 7D | +0.1% | -10.0% | +10.1% | 0.0% |
| 30D | +3.1% | -37.2% | +40.3% | +2.6% |
| 3M | -0.5% | -30.1% | +29.6% | -0.8% |
| 6M | -1.6% | -31.9% | +30.3% | -1.9% |
| YTD | -1.6% | +23.2% | -24.8% | -1.0% |
| 1Y | -1.5% | +26.4% | -27.9% | -0.9% |
| 3Y | +12.4% | +186.2% | -173.7% | +14.6% |
| 5Y | -7.5% | +187.0% | -194.6% | -5.5% |
| 10Y | +5.2% | +460.4% | -455.2% | +10.7% |
| All | +23.3% | +1,004.6% | -981.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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