+23.4%
IEF vs MTSI
+1,308.1%
-1,284.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | -0.8% | +2.1% | -2.9% | -0.7% |
| 3M | -1.0% | -29.7% | +28.8% | -1.3% |
| 6M | -2.8% | +12.5% | -15.3% | -2.5% |
| YTD | -1.5% | +57.0% | -58.5% | -0.8% |
| 1Y | -0.4% | +103.9% | -104.3% | +0.7% |
| 3Y | +9.7% | +223.6% | -213.9% | +11.8% |
| 5Y | -8.3% | +321.6% | -329.9% | -5.9% |
| 10Y | +4.6% | +517.7% | -513.1% | +10.0% |
| All | +23.4% | +1,308.1% | -1,284.7% | +31.9% |
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