+425.7%
META vs IEF
+6.4%
+419.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +5.7% | +0.3% | +5.4% | +5.8% |
| 30D | -10.8% | +2.7% | -13.4% | -10.1% |
| 3M | +8.4% | -0.8% | +9.2% | +8.2% |
| 6M | +5.4% | -1.7% | +7.0% | +4.9% |
| YTD | -2.6% | -1.6% | -0.9% | -3.0% |
| 1Y | +3.5% | -1.6% | +5.1% | +3.1% |
| 3Y | +102.0% | +12.4% | +89.6% | +108.4% |
| 5Y | +93.1% | -7.6% | +100.7% | +68.7% |
| 10Y | +425.7% | +7.6% | +418.1% | +470.0% |
| All | +425.7% | +6.4% | +419.3% | +470.0% |
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