+48.1%
IJH vs IEF
-9.5%
+57.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.9% | -1.3% | -0.5% | -1.5% |
| 30D | -4.6% | -1.7% | -2.9% | -4.2% |
| 3M | -1.2% | -2.5% | +1.4% | -0.5% |
| 6M | +9.4% | -3.3% | +12.7% | +10.3% |
| YTD | +13.3% | -2.8% | +16.2% | +14.2% |
| 1Y | +13.4% | -2.7% | +16.1% | +14.2% |
| 3Y | +50.4% | +8.9% | +41.5% | +47.3% |
| All | +48.1% | -9.5% | +57.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling