+2,785.5%
MSCI vs IEF
+69.7%
+2,715.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.0% |
| 7D | +2.7% | -0.2% | +2.8% | +2.5% |
| 30D | +16.2% | +1.8% | +14.4% | +17.8% |
| 3M | +17.1% | -1.2% | +18.3% | +15.9% |
| 6M | +13.0% | -2.5% | +15.5% | +10.6% |
| YTD | +15.8% | -2.5% | +18.3% | +13.4% |
| 1Y | +15.5% | -2.3% | +17.8% | +13.3% |
| 3Y | +32.3% | +11.3% | +21.0% | +44.8% |
| 5Y | +8.2% | -7.6% | +15.8% | -8.2% |
| 10Y | +800.7% | +7.3% | +793.4% | +866.4% |
| All | +2,785.5% | +69.7% | +2,715.7% | +6,974.1% |
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 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