+10.3%
IEF vs NIO
-36.7%
+47.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | 0.0% |
| 7D | -0.3% | -13.0% | +12.8% | -0.3% |
| 30D | -0.8% | -18.3% | +17.5% | -0.8% |
| 3M | -1.0% | -33.2% | +32.2% | -1.0% |
| 6M | -2.8% | -21.5% | +18.7% | -2.7% |
| YTD | -1.5% | -25.5% | +24.0% | -1.5% |
| 1Y | -0.4% | -38.0% | +37.6% | -0.4% |
| 3Y | +9.7% | -65.5% | +75.1% | +9.5% |
| 5Y | -8.3% | -90.6% | +82.3% | -8.8% |
| All | +10.3% | -36.7% | +47.0% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling