+10.9%
MMM vs IEF
-3.1%
+13.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | 0.0% |
| 7D | -0.8% | -1.9% | +1.1% | +2.5% |
| 30D | +14.4% | +1.1% | +13.3% | +12.4% |
| 3M | +1.8% | -1.9% | +3.7% | +5.5% |
| 6M | +31.3% | -2.4% | +33.7% | +37.2% |
| YTD | +18.0% | -3.0% | +21.0% | +24.5% |
| 1Y | +10.9% | -3.1% | +14.0% | +17.6% |
| All | +10.9% | -3.1% | +13.9% | +17.6% |
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