+2,462.0%
MAR vs IEF
+129.1%
+2,332.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -6.9% | -0.7% | -6.2% | -7.7% |
| 3M | -15.8% | -0.4% | -15.4% | -16.3% |
| 6M | +1.9% | -2.5% | +4.4% | -1.1% |
| YTD | +6.6% | -1.6% | +8.2% | +4.4% |
| 1Y | +23.7% | -1.3% | +25.0% | +21.5% |
| 3Y | +64.6% | +10.1% | +54.5% | +83.2% |
| 5Y | +156.4% | -8.3% | +164.7% | +118.2% |
| 10Y | +415.4% | +4.5% | +410.9% | +444.2% |
| All | +2,462.0% | +129.1% | +2,332.9% | +10,034.8% |
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 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