+8.4%
IEF vs NIO
-51.7%
+60.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.2% |
| 7D | -2.0% | -14.5% | +12.5% | -2.0% |
| 30D | +0.7% | -15.0% | +15.7% | +0.7% |
| 3M | -2.5% | -35.6% | +33.1% | -2.5% |
| 6M | -2.6% | -55.7% | +53.1% | -2.5% |
| YTD | -3.2% | -43.1% | +39.9% | -3.2% |
| 1Y | -3.0% | -53.5% | +50.5% | -3.0% |
| 3Y | +10.5% | -59.8% | +70.4% | +10.5% |
| 5Y | -8.2% | -93.2% | +85.0% | -8.7% |
| All | +8.4% | -51.7% | +60.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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