+112.5%
NET vs IEF
-8.0%
+120.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -7.0% | -0.3% | -6.7% | -6.8% |
| 30D | -4.8% | -0.8% | -4.0% | -4.2% |
| 3M | +3.8% | -1.0% | +4.8% | +4.7% |
| 6M | +50.0% | -2.8% | +52.8% | +53.2% |
| YTD | +41.5% | -1.5% | +43.0% | +42.9% |
| 1Y | +32.8% | -0.4% | +33.3% | +33.0% |
| 3Y | +335.9% | +9.7% | +326.2% | +294.3% |
| All | +112.5% | -8.0% | +120.5% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling