+1,417.2%
LOW vs IEF
+129.1%
+1,288.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -10.1% | -0.7% | -9.4% | -10.6% |
| 3M | -2.9% | -0.4% | -2.4% | -3.3% |
| 6M | -19.4% | -2.5% | -16.9% | -21.1% |
| YTD | -15.4% | -1.6% | -13.8% | -16.7% |
| 1Y | -24.9% | -1.3% | -23.6% | -25.9% |
| 3Y | -7.8% | +10.1% | -17.9% | -1.3% |
| 5Y | +8.4% | -8.3% | +16.7% | -8.4% |
| 10Y | +226.8% | +4.5% | +222.3% | +232.7% |
| All | +1,417.2% | +129.1% | +1,288.1% | +4,585.0% |
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 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