+336.0%
IR vs IEF
+7.9%
+328.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -1.0% |
| 7D | +1.1% | -0.8% | +1.9% | +0.6% |
| 30D | +7.6% | +2.0% | +5.5% | +8.9% |
| 3M | +0.1% | -1.1% | +1.1% | -0.5% |
| 6M | +14.0% | -1.9% | +15.9% | +12.5% |
| YTD | +7.5% | -2.2% | +9.7% | +5.8% |
| 1Y | +10.1% | -2.3% | +12.5% | +8.2% |
| 3Y | +24.9% | +11.6% | +13.3% | +36.3% |
| 5Y | +46.9% | -7.1% | +53.9% | +17.8% |
| All | +336.0% | +7.9% | +328.1% | +390.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling