+78.4%
MMM vs IEF
+7.3%
+71.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.8% |
| 30D | +17.4% | +2.0% | +15.4% | +18.1% |
| 3M | +3.6% | -1.1% | +4.6% | +3.2% |
| 6M | +33.0% | -1.9% | +35.0% | +32.1% |
| YTD | +19.6% | -2.2% | +21.9% | +18.6% |
| 1Y | +14.0% | -2.3% | +16.4% | +13.0% |
| 3Y | +164.3% | +11.6% | +152.7% | +179.0% |
| 5Y | +49.3% | -7.1% | +56.4% | +25.7% |
| 10Y | +78.4% | +7.8% | +70.6% | +78.8% |
| All | +78.4% | +7.3% | +71.0% | +78.8% |
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