+327.1%
NET vs IEF
+10.0%
+317.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -7.0% | -0.3% | -6.7% | -6.9% |
| 30D | -4.8% | -0.8% | -4.0% | -4.5% |
| 3M | +3.8% | -1.0% | +4.8% | +4.2% |
| 6M | +50.0% | -2.8% | +52.8% | +51.1% |
| YTD | +41.5% | -1.5% | +43.0% | +41.9% |
| 1Y | +32.8% | -0.4% | +33.3% | +32.7% |
| All | +327.1% | +10.0% | +317.1% | +304.2% |
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 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