+10.6%
IEF vs NVD
-99.2%
+109.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | -0.6% | -9.3% | +8.7% | -0.6% |
| 3M | -1.0% | -22.1% | +21.1% | -0.9% |
| 6M | -3.1% | -45.8% | +42.7% | -2.9% |
| YTD | -1.9% | -46.7% | +44.8% | -1.7% |
| 1Y | -1.4% | -59.5% | +58.1% | -1.1% |
| 3Y | +9.8% | -99.2% | +108.9% | +6.2% |
| All | +10.6% | -99.2% | +109.8% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling