+9.5%
IEF vs NIO
-46.0%
+55.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -0.8% | -1.8% | +1.0% | -0.8% |
| 30D | +2.0% | -6.6% | +8.7% | +2.0% |
| 3M | -1.1% | -29.9% | +28.8% | -1.0% |
| 6M | -1.9% | -46.6% | +44.7% | -1.9% |
| YTD | -2.2% | -36.5% | +34.2% | -2.2% |
| 1Y | -2.3% | -51.1% | +48.8% | -2.3% |
| 3Y | +11.6% | -55.2% | +66.8% | +11.6% |
| 5Y | -7.1% | -92.3% | +85.3% | -7.5% |
| All | +9.5% | -46.0% | +55.5% | +11.7% |
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