+7.0%
IEF vs ROKU
+867.7%
-860.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -0.3% | -3.0% | +2.7% | -0.3% |
| 30D | -0.6% | +0.7% | -1.3% | -0.6% |
| 3M | -1.0% | +26.5% | -27.4% | -1.1% |
| 6M | -3.1% | +52.6% | -55.7% | -3.2% |
| YTD | -1.9% | +40.9% | -42.8% | -2.0% |
| 1Y | -1.4% | +57.6% | -59.0% | -1.5% |
| 3Y | +9.8% | +83.2% | -73.4% | +9.5% |
| 5Y | -8.8% | -54.8% | +46.0% | -9.6% |
| All | +7.0% | +867.7% | -860.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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