+2,715.8%
MSCI vs IEF
+71.3%
+2,644.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | +15.4% | +3.1% | +12.3% | +18.1% |
| 3M | +13.4% | -0.5% | +13.9% | +12.9% |
| 6M | +10.9% | -1.6% | +12.5% | +9.3% |
| YTD | +13.0% | -1.6% | +14.5% | +11.4% |
| 1Y | +12.0% | -1.5% | +13.5% | +10.6% |
| 3Y | +34.1% | +12.4% | +21.7% | +47.9% |
| 5Y | +3.9% | -7.5% | +11.4% | -12.3% |
| 10Y | +802.0% | +5.2% | +796.8% | +832.2% |
| All | +2,715.8% | +71.3% | +2,644.5% | +6,851.9% |
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