+291.3%
IR vs IEF
+8.7%
+282.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | -0.3% | -2.5% | -3.0% |
| 30D | -15.1% | -0.8% | -14.4% | -15.5% |
| 3M | +6.1% | -1.0% | +7.0% | +5.3% |
| 6M | -16.8% | -2.8% | -14.1% | -18.6% |
| YTD | -3.5% | -1.5% | -2.0% | -4.7% |
| 1Y | -3.5% | -0.4% | -3.1% | -3.9% |
| 3Y | +9.5% | +9.7% | -0.2% | +17.2% |
| 5Y | +45.1% | -8.3% | +53.4% | +11.4% |
| All | +291.3% | +8.7% | +282.6% | +341.9% |
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 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