+878.4%
MSFT vs IEF
+3.8%
+874.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.8% | -1.3% | +0.5% | -1.2% |
| 30D | +0.8% | -1.7% | +2.6% | +0.3% |
| 3M | +27.2% | -2.5% | +29.7% | +26.2% |
| 6M | +22.9% | -3.3% | +26.2% | +21.6% |
| YTD | +3.1% | -2.8% | +6.0% | +2.2% |
| 1Y | -0.3% | -2.7% | +2.5% | -1.1% |
| 3Y | +50.1% | +8.9% | +41.2% | +54.1% |
| 5Y | +74.6% | -9.4% | +84.1% | +49.4% |
| All | +878.4% | +3.8% | +874.6% | +913.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling