+832.2%
MS vs IEF
+125.8%
+706.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -2.2% |
| 7D | +3.7% | -1.9% | +5.6% | 0.0% |
| 30D | +2.0% | +1.1% | +0.9% | +4.1% |
| 3M | -12.6% | -1.9% | -10.6% | -15.8% |
| 6M | -0.3% | -2.4% | +2.1% | -5.0% |
| YTD | +9.0% | -3.0% | +12.0% | +2.4% |
| 1Y | +13.9% | -3.1% | +17.0% | +6.7% |
| 3Y | +173.6% | +10.7% | +162.9% | +231.1% |
| 5Y | +122.0% | -8.0% | +130.0% | +68.2% |
| 10Y | +551.2% | +6.9% | +544.3% | +669.8% |
| All | +832.2% | +125.8% | +706.4% | +7,065.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling