+13,824.2%
MA vs IEF
+94.4%
+13,729.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -0.3% | -2.4% | -3.0% |
| 30D | +1.5% | -0.8% | +2.3% | +0.7% |
| 3M | +20.4% | -1.0% | +21.4% | +19.2% |
| 6M | +11.1% | -2.8% | +13.9% | +8.1% |
| YTD | +2.0% | -1.5% | +3.5% | +0.4% |
| 1Y | -2.2% | -0.4% | -1.7% | -2.6% |
| 3Y | +41.9% | +9.7% | +32.2% | +55.8% |
| 5Y | +75.4% | -8.3% | +83.7% | +48.6% |
| 10Y | +527.5% | +4.6% | +522.9% | +555.3% |
| All | +13,824.2% | +94.4% | +13,729.8% | +36,015.9% |
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