+66.3%
MA vs IEF
-8.6%
+74.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.5% | -0.3% | -3.2% | -3.5% |
| 30D | +0.8% | -0.6% | +1.3% | +0.8% |
| 3M | +14.8% | -1.0% | +15.8% | +14.9% |
| 6M | +10.0% | -3.1% | +13.1% | +10.4% |
| YTD | -0.1% | -1.9% | +1.8% | +0.1% |
| 1Y | -2.2% | -1.4% | -0.9% | -2.1% |
| 3Y | +39.3% | +9.8% | +29.5% | +37.6% |
| 5Y | +66.3% | -8.8% | +75.2% | +43.1% |
| All | +66.3% | -8.6% | +74.9% | +43.1% |
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