+62.9%
KO vs IEF
+9.2%
+53.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -1.1% | -1.2% | +0.1% | -0.6% |
| 30D | +1.6% | -1.5% | +3.0% | +2.2% |
| 3M | +5.8% | -1.7% | +7.4% | +6.5% |
| 6M | +14.3% | -3.5% | +17.8% | +16.0% |
| YTD | +27.3% | -2.6% | +30.0% | +28.8% |
| 1Y | +33.2% | -2.4% | +35.6% | +34.6% |
| All | +62.9% | +9.2% | +53.8% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling