+62.8%
META vs IEF
-8.0%
+70.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +4.8% | -0.8% | +5.5% | +4.9% |
| 3M | -1.6% | -1.0% | -0.7% | -1.5% |
| 6M | -7.5% | -2.8% | -4.7% | -7.2% |
| YTD | -6.4% | -1.5% | -4.9% | -6.2% |
| 1Y | -17.3% | -0.4% | -16.9% | -17.2% |
| 3Y | +109.9% | +9.7% | +100.3% | +104.4% |
| All | +62.8% | -8.0% | +70.8% | +49.5% |
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