+3.6%
IEF vs MTUM
+357.8%
-354.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.1% |
| 7D | -1.3% | +0.7% | -2.1% | -1.3% |
| 30D | -1.7% | -2.4% | +0.7% | -1.8% |
| 3M | -2.5% | -3.6% | +1.1% | -2.6% |
| 6M | -3.3% | +23.7% | -26.9% | -2.4% |
| YTD | -2.8% | +22.9% | -25.7% | -2.0% |
| 1Y | -2.7% | +21.8% | -24.5% | -1.9% |
| 3Y | +8.9% | +114.4% | -105.5% | +12.9% |
| 5Y | -9.4% | +79.6% | -89.0% | -7.0% |
| All | +3.6% | +357.8% | -354.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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