+70.3%
NOK vs IEF
+128.5%
-58.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +0.7% |
| 7D | +9.3% | -0.3% | +9.7% | +9.0% |
| 30D | +17.9% | -0.6% | +18.4% | +17.1% |
| 3M | -22.3% | -1.0% | -21.3% | -23.2% |
| 6M | +36.4% | -3.1% | +39.4% | +31.6% |
| YTD | +66.3% | -1.9% | +68.2% | +62.6% |
| 1Y | +134.4% | -1.4% | +135.8% | +130.3% |
| 3Y | +186.6% | +9.8% | +176.8% | +215.4% |
| 5Y | +102.7% | -8.8% | +111.5% | +68.1% |
| 10Y | +129.8% | +4.7% | +125.1% | +140.7% |
| All | +70.3% | +128.5% | -58.2% | +861.4% |
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