+578.8%
MS vs IEF
+6.4%
+572.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.7% | +0.3% | +0.4% | +1.1% |
| 30D | -0.9% | +2.7% | -3.6% | +1.6% |
| 3M | -13.0% | -0.8% | -12.2% | -13.7% |
| 6M | -2.0% | -1.7% | -0.3% | -3.8% |
| YTD | +7.8% | -1.6% | +9.4% | +5.8% |
| 1Y | +17.9% | -1.6% | +19.4% | +15.8% |
| 3Y | +174.8% | +12.4% | +162.4% | +212.9% |
| 5Y | +119.9% | -7.6% | +127.4% | +53.7% |
| 10Y | +578.8% | +7.6% | +571.3% | +696.7% |
| All | +578.8% | +6.4% | +572.4% | +696.7% |
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