+86.4%
META vs IEF
-8.1%
+94.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +5.2% | -2.0% | +7.2% | +5.5% |
| 30D | -13.0% | +0.7% | -13.7% | -13.1% |
| 3M | +7.9% | -2.5% | +10.4% | +8.4% |
| 6M | +4.2% | -2.6% | +6.8% | +4.7% |
| YTD | -2.5% | -3.2% | +0.7% | -2.1% |
| 1Y | +5.6% | -3.0% | +8.6% | +6.1% |
| 3Y | +96.8% | +10.5% | +86.3% | +90.4% |
| All | +86.4% | -8.1% | +94.5% | +71.1% |
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