+8.9%
IEF vs NVD
-99.1%
+108.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -1.3% | +10.8% | -12.2% | -1.4% |
| 30D | -1.7% | +0.8% | -2.5% | -1.8% |
| 3M | -2.5% | -20.8% | +18.3% | -2.5% |
| 6M | -3.3% | -41.2% | +37.9% | -3.1% |
| YTD | -2.8% | -44.2% | +41.4% | -2.7% |
| 1Y | -2.7% | -54.2% | +51.4% | -2.5% |
| 3Y | +8.9% | -99.1% | +108.0% | +5.9% |
| All | +8.9% | -99.1% | +108.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling