+1,061.5%
IJH vs IEF
+126.7%
+934.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -1.6% |
| 7D | -2.5% | -1.2% | -1.3% | -3.5% |
| 30D | -5.0% | -1.5% | -3.6% | -6.3% |
| 3M | +0.5% | -1.7% | +2.2% | -1.0% |
| 6M | +8.2% | -3.5% | +11.8% | +4.6% |
| YTD | +12.5% | -2.6% | +15.1% | +9.6% |
| 1Y | +14.4% | -2.4% | +16.8% | +11.7% |
| 3Y | +49.5% | +8.9% | +40.6% | +61.4% |
| 5Y | +47.8% | -9.2% | +57.0% | +26.5% |
| 10Y | +180.4% | +3.9% | +176.5% | +190.1% |
| All | +1,061.5% | +126.7% | +934.8% | +3,390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling