+192.5%
JNJ vs IEF
+3.8%
+188.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.7% |
| 30D | +2.3% | -1.7% | +4.1% | +2.1% |
| 3M | +12.0% | -2.5% | +14.5% | +11.7% |
| 6M | +10.5% | -3.3% | +13.7% | +10.0% |
| YTD | +30.4% | -2.8% | +33.2% | +30.0% |
| 1Y | +52.1% | -2.7% | +54.9% | +51.7% |
| 3Y | +77.8% | +8.9% | +68.9% | +81.6% |
| 5Y | +82.9% | -9.4% | +92.3% | +62.6% |
| All | +192.5% | +3.8% | +188.7% | +176.5% |
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