+274.5%
IR vs IEF
+7.4%
+267.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -1.1% |
| 7D | -3.1% | -1.2% | -1.9% | -3.8% |
| 30D | -14.0% | -1.5% | -12.5% | -14.8% |
| 3M | +3.7% | -1.7% | +5.4% | +2.6% |
| 6M | -15.4% | -3.5% | -11.9% | -17.5% |
| YTD | -7.7% | -2.6% | -5.0% | -9.4% |
| 1Y | -8.8% | -2.4% | -6.4% | -10.4% |
| 3Y | +5.6% | +8.9% | -3.3% | +12.8% |
| 5Y | +34.3% | -9.2% | +43.6% | +2.8% |
| All | +274.5% | +7.4% | +267.1% | +319.9% |
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