+194.3%
NOK vs IEF
+9.0%
+185.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +11.0% | -1.3% | +12.3% | +11.7% |
| 30D | +7.8% | -1.7% | +9.6% | +8.8% |
| 3M | -21.0% | -2.5% | -18.5% | -20.1% |
| 6M | +40.9% | -3.3% | +44.1% | +42.9% |
| YTD | +72.0% | -2.8% | +74.8% | +74.1% |
| 1Y | +140.9% | -2.7% | +143.6% | +143.7% |
| 3Y | +194.3% | +8.9% | +185.3% | +175.9% |
| All | +194.3% | +9.0% | +185.3% | +175.9% |
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