+9.9%
IEF vs NIO
-38.3%
+48.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | -0.6% | -23.2% | +22.7% | -0.6% |
| 3M | -1.0% | -29.9% | +28.9% | -1.0% |
| 6M | -3.1% | -25.1% | +22.0% | -3.1% |
| YTD | -1.9% | -27.5% | +25.6% | -1.9% |
| 1Y | -1.4% | -41.1% | +39.7% | -1.3% |
| 3Y | +9.8% | -63.1% | +72.9% | +9.7% |
| 5Y | -8.8% | -90.4% | +81.6% | -9.2% |
| All | +9.9% | -38.3% | +48.3% | +12.1% |
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