+227.5%
LOW vs IEF
+3.8%
+223.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | -8.9% | -1.7% | -7.1% | -8.6% |
| 3M | -10.4% | -2.5% | -7.9% | -10.1% |
| 6M | -19.4% | -3.3% | -16.1% | -19.1% |
| YTD | -17.1% | -2.8% | -14.3% | -16.8% |
| 1Y | -26.3% | -2.7% | -23.5% | -26.0% |
| 3Y | -9.9% | +8.9% | -18.8% | -9.1% |
| 5Y | +6.1% | -9.4% | +15.5% | -14.2% |
| All | +227.5% | +3.8% | +223.7% | +218.5% |
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