+914.4%
JNJ vs IEF
+128.5%
+785.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.9% |
| 7D | -3.0% | -0.3% | -2.6% | -3.1% |
| 30D | +2.5% | -0.6% | +3.1% | +2.3% |
| 3M | +13.2% | -1.0% | +14.2% | +12.8% |
| 6M | +11.3% | -3.1% | +14.3% | +9.8% |
| YTD | +31.1% | -1.9% | +33.0% | +30.1% |
| 1Y | +54.3% | -1.4% | +55.7% | +53.4% |
| 3Y | +81.1% | +9.8% | +71.4% | +89.0% |
| 5Y | +82.7% | -8.8% | +91.5% | +69.8% |
| 10Y | +196.5% | +4.7% | +191.8% | +201.9% |
| All | +914.4% | +128.5% | +785.9% | +1,676.2% |
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