+790.9%
NOW vs IEF
+4.6%
+786.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | +2.9% | -0.6% | +3.5% | +2.9% |
| 3M | +22.6% | -1.0% | +23.6% | +22.7% |
| 6M | +7.5% | -3.1% | +10.6% | +7.7% |
| YTD | -14.4% | -1.9% | -12.5% | -14.3% |
| 1Y | -29.8% | -1.4% | -28.4% | -29.7% |
| 3Y | +9.2% | +9.8% | -0.5% | +8.3% |
| 5Y | +0.8% | -8.8% | +9.6% | -13.0% |
| 10Y | +790.9% | +4.7% | +786.3% | +847.2% |
| All | +790.9% | +4.6% | +786.4% | +847.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling