+1,381.0%
NET vs IEF
-2.0%
+1,383.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | -16.4% | +0.9% | -17.3% | -16.8% |
| 30D | -25.8% | +3.1% | -28.9% | -27.2% |
| 3M | -11.5% | -1.4% | -10.2% | -10.9% |
| 6M | +18.9% | -1.6% | +20.5% | +20.0% |
| YTD | +35.2% | -2.1% | +37.3% | +36.7% |
| 1Y | +14.5% | -2.0% | +16.4% | +15.6% |
| 3Y | +313.8% | +11.1% | +302.7% | +281.0% |
| 5Y | +32.6% | -7.5% | +40.1% | +21.4% |
| All | +1,381.0% | -2.0% | +1,383.0% | +1,205.2% |
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 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