+78.1%
MMM vs IEF
+7.5%
+70.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.6% |
| 7D | -0.8% | -1.9% | +1.1% | -1.4% |
| 30D | +14.4% | +1.1% | +13.3% | +14.8% |
| 3M | +1.8% | -1.9% | +3.7% | +1.1% |
| 6M | +31.3% | -2.4% | +33.7% | +30.2% |
| YTD | +18.0% | -3.0% | +21.0% | +16.7% |
| 1Y | +10.9% | -3.1% | +14.0% | +9.6% |
| 3Y | +160.6% | +10.7% | +149.9% | +174.5% |
| 5Y | +44.5% | -8.0% | +52.5% | +20.8% |
| All | +78.1% | +7.5% | +70.5% | +77.7% |
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