+3,482.6%
MSFT vs IEF
+125.8%
+3,356.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | -0.3% |
| 7D | -2.4% | -1.9% | -0.5% | -3.9% |
| 30D | -3.8% | +1.1% | -4.9% | -2.9% |
| 3M | +6.4% | -1.9% | +8.3% | +4.7% |
| 6M | +28.8% | -2.4% | +31.2% | +26.2% |
| YTD | +8.8% | -3.0% | +11.8% | +6.1% |
| 1Y | +3.2% | -3.1% | +6.3% | +0.5% |
| 3Y | +44.8% | +10.7% | +34.1% | +58.3% |
| 5Y | +61.8% | -8.0% | +69.8% | +44.1% |
| 10Y | +897.9% | +6.9% | +891.0% | +972.7% |
| All | +3,482.6% | +125.8% | +3,356.7% | +11,881.0% |
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 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