-40.1%
MDB vs IEF
-8.1%
-31.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +11.6% | -1.9% | +13.5% | +13.0% |
| 30D | -8.9% | +1.1% | -10.0% | -9.9% |
| 3M | -22.4% | -1.9% | -20.5% | -21.4% |
| 6M | +10.1% | -2.4% | +12.4% | +11.8% |
| YTD | -19.0% | -3.0% | -16.0% | -17.3% |
| 1Y | -7.0% | -3.1% | -3.9% | -5.0% |
| 3Y | -9.8% | +10.7% | -20.5% | -19.3% |
| 5Y | -40.1% | -8.0% | -32.1% | -47.5% |
| All | -40.1% | -8.1% | -31.9% | -47.5% |
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