+129.6%
IEF vs NSC
+2,591.7%
-2,462.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | -1.5% | +1.6% | 0.0% |
| 30D | -0.7% | -1.9% | +1.2% | -0.8% |
| 3M | -0.4% | +6.2% | -6.7% | -0.1% |
| 6M | -2.5% | +9.2% | -11.7% | -1.9% |
| YTD | -1.6% | +15.0% | -16.6% | -0.7% |
| 1Y | -1.3% | +21.1% | -22.4% | -0.2% |
| 3Y | +10.1% | +78.6% | -68.5% | +14.4% |
| 5Y | -8.3% | +45.9% | -54.2% | -5.6% |
| 10Y | +4.5% | +326.9% | -322.4% | +17.6% |
| All | +129.6% | +2,591.7% | -2,462.1% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling