+3.6%
IEF vs NSC
+332.1%
-328.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.2% |
| 7D | -1.3% | -2.8% | +1.4% | -1.4% |
| 30D | -1.7% | -4.5% | +2.8% | -1.9% |
| 3M | -2.5% | +3.5% | -6.1% | -2.4% |
| 6M | -3.3% | +8.5% | -11.8% | -2.9% |
| YTD | -2.8% | +12.3% | -15.2% | -2.4% |
| 1Y | -2.7% | +18.9% | -21.7% | -2.1% |
| 3Y | +8.9% | +74.1% | -65.2% | +11.6% |
| 5Y | -9.4% | +43.9% | -53.3% | -7.7% |
| All | +3.6% | +332.1% | -328.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling