+46.0%
MSFT vs IEF
+11.1%
+34.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.2% |
| 7D | -2.4% | -1.9% | -0.5% | -2.7% |
| 30D | -3.8% | +1.1% | -4.9% | -3.6% |
| 3M | +6.4% | -1.9% | +8.3% | +6.1% |
| 6M | +28.8% | -2.4% | +31.2% | +28.2% |
| YTD | +8.8% | -3.0% | +11.8% | +8.2% |
| 1Y | +3.2% | -3.1% | +6.3% | +2.5% |
| All | +46.0% | +11.1% | +34.9% | +43.1% |
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 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