+8.0%
MMM vs IEF
-2.3%
+10.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | +0.4% |
| 7D | -3.2% | -1.2% | -2.0% | -1.3% |
| 30D | -10.7% | -1.5% | -9.2% | -8.4% |
| 3M | +4.3% | -1.7% | +6.0% | +7.2% |
| 6M | +5.9% | -3.5% | +9.4% | +12.3% |
| YTD | +3.2% | -2.6% | +5.8% | +8.1% |
| 1Y | +8.0% | -2.4% | +10.4% | +14.8% |
| All | +8.0% | -2.3% | +10.3% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling