-1.8%
IEF vs NBIX
+7.0%
-8.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.2% | -0.1% |
| 7D | +0.1% | +12.7% | -12.6% | 0.0% |
| 30D | +3.1% | +14.7% | -11.7% | +3.0% |
| 3M | -0.8% | +3.0% | -3.8% | -0.8% |
| 6M | -2.0% | +12.0% | -14.0% | -2.0% |
| YTD | -1.9% | +16.1% | -18.0% | -2.1% |
| 1Y | -1.8% | +6.4% | -8.2% | -2.0% |
| All | -1.8% | +7.0% | -8.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 1y: compounded portfolio wealth divided by compounded NBIX 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…
1y analysis · Full analysis span regression · 6 months rolling