+84.2%
JNJ vs IEF
-9.5%
+93.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | +2.3% | -1.7% | +4.1% | +2.8% |
| 3M | +12.0% | -2.5% | +14.5% | +12.8% |
| 6M | +10.5% | -3.3% | +13.7% | +11.5% |
| YTD | +30.4% | -2.8% | +33.2% | +31.5% |
| 1Y | +52.1% | -2.7% | +54.9% | +53.4% |
| 3Y | +77.8% | +8.9% | +68.9% | +75.2% |
| All | +84.2% | -9.5% | +93.7% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling