+118.0%
NOK vs IEF
-0.2%
+118.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.3% |
| 30D | +4.7% | -0.8% | +5.5% | +6.0% |
| 3M | -39.7% | -1.0% | -38.7% | -38.8% |
| 6M | +23.1% | -2.8% | +25.8% | +26.1% |
| YTD | +55.0% | -1.5% | +56.5% | +56.0% |
| 1Y | +118.0% | -0.4% | +118.5% | +115.7% |
| All | +118.0% | -0.2% | +118.3% | +115.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling