+19.6%
IEF vs USFR
+27.6%
-8.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -0.7% | +0.3% | -1.0% | -0.7% |
| 3M | -0.4% | +1.0% | -1.4% | -0.4% |
| 6M | -2.5% | +1.9% | -4.4% | -2.4% |
| YTD | -1.6% | +2.7% | -4.2% | -1.4% |
| 1Y | -1.3% | +4.0% | -5.3% | -1.1% |
| 3Y | +10.1% | +14.0% | -3.9% | +10.9% |
| 5Y | -8.3% | +20.4% | -28.7% | -7.4% |
| 10Y | +4.5% | +28.1% | -23.6% | +5.7% |
| All | +19.6% | +27.6% | -8.0% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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