+433.8%
MAR vs IEF
+3.8%
+430.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.6% |
| 7D | -0.5% | -1.3% | +0.8% | -1.1% |
| 30D | -5.4% | -1.7% | -3.7% | -6.1% |
| 3M | -15.5% | -2.5% | -13.0% | -16.4% |
| 6M | +3.0% | -3.3% | +6.2% | +1.4% |
| YTD | +8.5% | -2.8% | +11.3% | +7.1% |
| 1Y | +26.0% | -2.7% | +28.7% | +24.4% |
| 3Y | +68.6% | +8.9% | +59.7% | +76.8% |
| 5Y | +157.4% | -9.4% | +166.8% | +113.3% |
| All | +433.8% | +3.8% | +430.1% | +446.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling