+16.4%
MSCI vs IEF
-3.1%
+19.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +2.7% | -2.0% | +4.7% | +4.2% |
| 30D | +17.4% | +0.7% | +16.7% | +17.0% |
| 3M | +14.8% | -2.5% | +17.3% | +15.9% |
| 6M | +16.1% | -2.6% | +18.7% | +17.1% |
| YTD | +16.0% | -3.2% | +19.2% | +17.0% |
| 1Y | +16.4% | -3.0% | +19.5% | +17.3% |
| All | +16.4% | -3.1% | +19.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling