-11.4%
MSCI vs IEF
-8.2%
-3.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -1.7% | -0.7% | -1.0% | -1.3% |
| 3M | -8.2% | -0.4% | -7.8% | -8.0% |
| 6M | -2.4% | -2.5% | +0.1% | -1.0% |
| YTD | -2.8% | -1.6% | -1.2% | -2.0% |
| 1Y | -2.7% | -1.3% | -1.3% | -2.0% |
| 3Y | +7.3% | +10.1% | -2.8% | +0.8% |
| 5Y | -11.4% | -8.3% | -3.1% | -20.0% |
| All | -11.4% | -8.2% | -3.2% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling