+404.3%
META vs IEF
+5.6%
+398.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -15.4% | +3.1% | -18.5% | -14.8% |
| 3M | +3.5% | -0.5% | +4.0% | +3.4% |
| 6M | -0.3% | -1.6% | +1.4% | -0.7% |
| YTD | -7.3% | -1.6% | -5.8% | -7.7% |
| 1Y | -1.1% | -1.5% | +0.4% | -1.5% |
| 3Y | +95.1% | +12.4% | +82.6% | +101.1% |
| 5Y | +80.6% | -7.5% | +88.1% | +58.3% |
| All | +404.3% | +5.6% | +398.7% | +445.2% |
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