+92.1%
MA vs IEF
-7.4%
+99.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | +11.0% | +2.0% | +9.0% | +10.7% |
| 3M | +17.9% | -1.1% | +18.9% | +18.1% |
| 6M | +33.2% | -1.9% | +35.1% | +33.5% |
| YTD | +16.5% | -2.2% | +18.7% | +16.9% |
| 1Y | +19.1% | -2.3% | +21.4% | +19.5% |
| 3Y | +70.6% | +11.6% | +59.0% | +67.5% |
| 5Y | +92.1% | -7.1% | +99.2% | +67.7% |
| All | +92.1% | -7.4% | +99.5% | +67.7% |
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