+966.4%
MS vs IEF
+129.4%
+837.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | +1.4% | -0.3% | +1.7% | +0.8% |
| 30D | -0.3% | -0.8% | +0.5% | -1.8% |
| 3M | +0.3% | -1.0% | +1.3% | -1.7% |
| 6M | +31.3% | -2.8% | +34.1% | +23.9% |
| YTD | +24.7% | -1.5% | +26.2% | +20.7% |
| 1Y | +47.9% | -0.4% | +48.3% | +46.3% |
| 3Y | +178.3% | +9.7% | +168.7% | +227.6% |
| 5Y | +144.9% | -8.3% | +153.2% | +82.1% |
| 10Y | +804.5% | +4.6% | +799.9% | +909.6% |
| All | +966.4% | +129.4% | +837.0% | +8,344.5% |
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