+126.7%
IEF vs NBIX
+352.0%
-225.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 6M | -3.3% | +20.6% | -23.9% | -2.9% |
| YTD | -2.8% | +10.1% | -13.0% | -2.6% |
| 1Y | -2.7% | +8.8% | -11.5% | -2.5% |
| 3Y | +8.9% | +42.5% | -33.6% | +9.8% |
| 5Y | -9.4% | +61.5% | -70.9% | -8.3% |
| 10Y | +3.7% | +217.6% | -213.9% | +7.1% |
| All | +126.7% | +352.0% | -225.3% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling