-8.2%
IEF vs NIO
-90.3%
+82.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | 0.0% |
| 7D | -0.3% | -13.0% | +12.8% | -0.2% |
| 30D | -0.8% | -18.3% | +17.5% | -0.6% |
| 3M | -1.0% | -33.2% | +32.2% | -0.7% |
| 6M | -2.8% | -21.5% | +18.7% | -2.6% |
| YTD | -1.5% | -25.5% | +24.0% | -1.3% |
| 1Y | -0.4% | -38.0% | +37.6% | -0.2% |
| 3Y | +9.7% | -65.5% | +75.1% | +9.9% |
| All | -8.2% | -90.3% | +82.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling