+34.1%
MSCI vs IEF
+12.2%
+21.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +15.4% | +3.1% | +12.3% | +13.5% |
| 3M | +13.4% | -0.5% | +13.9% | +13.6% |
| 6M | +10.9% | -1.6% | +12.5% | +11.7% |
| YTD | +13.0% | -1.6% | +14.5% | +13.7% |
| 1Y | +12.0% | -1.5% | +13.5% | +12.7% |
| 3Y | +34.1% | +12.4% | +21.7% | +22.3% |
| All | +34.1% | +12.2% | +21.9% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling