+337.2%
IR vs IEF
+7.0%
+330.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | -0.2% |
| 7D | +4.3% | -1.9% | +6.2% | +3.0% |
| 30D | +8.1% | +1.1% | +7.0% | +8.8% |
| 3M | +0.7% | -1.9% | +2.6% | -0.5% |
| 6M | +16.6% | -2.4% | +19.0% | +14.8% |
| YTD | +7.8% | -3.0% | +10.8% | +5.6% |
| 1Y | +9.9% | -3.1% | +13.1% | +7.5% |
| 3Y | +25.2% | +10.7% | +14.5% | +36.1% |
| 5Y | +46.8% | -8.0% | +54.8% | +16.7% |
| All | +337.2% | +7.0% | +330.2% | +389.3% |
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 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