+794.2%
MS vs IEF
+4.2%
+790.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | 0.0% | -0.7% | +0.7% | -0.8% |
| 3M | +2.4% | -0.4% | +2.9% | +1.9% |
| 6M | +36.4% | -2.5% | +38.9% | +32.6% |
| YTD | +23.8% | -1.6% | +25.4% | +21.6% |
| 1Y | +48.6% | -1.3% | +49.9% | +46.5% |
| 3Y | +179.1% | +10.1% | +169.0% | +208.7% |
| 5Y | +144.8% | -8.3% | +153.1% | +66.9% |
| 10Y | +794.2% | +4.5% | +789.7% | +908.1% |
| All | +794.2% | +4.2% | +790.0% | +908.1% |
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