+125.9%
IEF vs NOC
+1,772.6%
-1,646.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.0% | +4.8% | -6.8% | -1.7% |
| 30D | +0.7% | +11.0% | -10.3% | +1.3% |
| 3M | -2.5% | -3.8% | +1.3% | -2.6% |
| 6M | -2.6% | +0.6% | -3.2% | -2.4% |
| YTD | -3.2% | -2.3% | -0.9% | -3.1% |
| 1Y | -3.0% | +0.3% | -3.3% | -2.8% |
| 3Y | +10.5% | +24.6% | -14.1% | +12.5% |
| 5Y | -8.2% | +66.0% | -74.1% | -4.3% |
| 10Y | +6.7% | +161.2% | -154.4% | +16.5% |
| All | +125.9% | +1,772.6% | -1,646.7% | +190.3% |
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