+631.0%
MSCI vs IEF
+4.6%
+626.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -1.2% | -0.6% | -0.6% | -1.1% |
| 3M | -8.4% | -1.0% | -7.4% | -8.3% |
| 6M | -1.0% | -3.1% | +2.0% | -0.9% |
| YTD | -2.3% | -1.9% | -0.4% | -2.2% |
| 1Y | -1.2% | -1.4% | +0.2% | -1.1% |
| 3Y | +7.9% | +9.8% | -1.9% | +7.6% |
| 5Y | -10.1% | -8.8% | -1.2% | -23.1% |
| 10Y | +631.0% | +4.7% | +626.3% | +631.1% |
| All | +631.0% | +4.6% | +626.4% | +631.1% |
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