+52.1%
JNJ vs IEF
-2.7%
+54.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -2.6% |
| 30D | +2.3% | -1.7% | +4.1% | +3.6% |
| 3M | +12.0% | -2.5% | +14.5% | +14.1% |
| 6M | +10.5% | -3.3% | +13.7% | +13.6% |
| YTD | +30.4% | -2.8% | +33.2% | +33.8% |
| 1Y | +52.1% | -2.7% | +54.9% | +56.7% |
| All | +52.1% | -2.7% | +54.8% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling