-9.5%
IEF vs NBIX
+59.9%
-69.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | -1.7% | -0.2% | -1.6% | -1.7% |
| 3M | -2.5% | -4.0% | +1.5% | -2.5% |
| 6M | -3.3% | +20.6% | -23.9% | -3.4% |
| YTD | -2.8% | +10.1% | -13.0% | -2.9% |
| 1Y | -2.7% | +8.8% | -11.5% | -2.8% |
| 3Y | +8.9% | +42.5% | -33.6% | +8.3% |
| All | -9.5% | +59.9% | -69.5% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling