+26.2%
MAR vs IEF
-0.2%
+26.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -4.2% | -0.3% | -3.9% | -3.7% |
| 30D | -6.7% | -0.8% | -5.9% | -5.5% |
| 3M | -12.5% | -1.0% | -11.5% | -11.1% |
| 6M | +0.6% | -2.8% | +3.3% | +4.4% |
| YTD | +9.1% | -1.5% | +10.6% | +12.1% |
| 1Y | +26.2% | -0.4% | +26.6% | +30.8% |
| All | +26.2% | -0.2% | +26.4% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling