+1,101.8%
NBIS vs IEF
+3.5%
+1,098.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -2.0% |
| 7D | +17.8% | -0.3% | +18.1% | +17.0% |
| 30D | +30.5% | -0.6% | +31.1% | +29.0% |
| 3M | +9.2% | -1.0% | +10.2% | +6.7% |
| 6M | +153.2% | -3.1% | +156.2% | +130.8% |
| YTD | +187.1% | -1.9% | +189.0% | +173.2% |
| 1Y | +151.1% | -1.4% | +152.5% | +144.2% |
| All | +1,101.8% | +3.5% | +1,098.2% | +1,424.4% |
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