+10.1%
IEF vs NIO
-62.3%
+72.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | -6.7% | +6.7% | +0.1% |
| 30D | -0.7% | -20.0% | +19.3% | -0.5% |
| 3M | -0.4% | -30.5% | +30.0% | -0.1% |
| 6M | -2.5% | -20.7% | +18.2% | -2.3% |
| YTD | -1.6% | -25.7% | +24.1% | -1.4% |
| 1Y | -1.3% | -38.6% | +37.3% | -1.0% |
| 3Y | +10.1% | -62.3% | +72.3% | +11.5% |
| All | +10.1% | -62.3% | +72.4% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling