+129.6%
IEF vs OMC
+451.4%
-321.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.2% |
| 7D | +0.1% | -5.8% | +5.8% | -0.3% |
| 30D | -0.7% | -4.8% | +4.1% | -1.0% |
| 3M | -0.4% | +9.2% | -9.7% | +0.2% |
| 6M | -2.5% | -2.5% | 0.0% | -2.5% |
| YTD | -1.6% | +2.6% | -4.2% | -1.2% |
| 1Y | -1.3% | +5.9% | -7.3% | -0.6% |
| 3Y | +10.1% | +14.2% | -4.1% | +11.9% |
| 5Y | -8.3% | +33.2% | -41.5% | -5.1% |
| 10Y | +4.5% | +33.4% | -28.9% | +9.9% |
| All | +129.6% | +451.4% | -321.8% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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