+129.8%
IEF vs NOC
+1,652.0%
-1,522.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.2% |
| 7D | -0.3% | -5.2% | +4.9% | -0.6% |
| 30D | -0.8% | -7.2% | +6.4% | -1.1% |
| 3M | -1.0% | -5.1% | +4.1% | -1.2% |
| 6M | -2.8% | -31.1% | +28.3% | -4.5% |
| YTD | -1.5% | -8.6% | +7.1% | -1.8% |
| 1Y | -0.4% | -9.7% | +9.3% | -0.7% |
| 3Y | +9.7% | +24.3% | -14.6% | +11.6% |
| 5Y | -8.3% | +52.6% | -61.0% | -4.9% |
| 10Y | +4.6% | +183.6% | -179.0% | +15.1% |
| All | +129.8% | +1,652.0% | -1,522.1% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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