+50.7%
O vs IEF
+3.8%
+47.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -1.3% | -1.5% | -2.3% |
| 30D | -4.5% | -1.7% | -2.8% | -3.8% |
| 3M | -2.6% | -2.5% | -0.1% | -1.6% |
| 6M | -5.6% | -3.3% | -2.4% | -4.3% |
| YTD | +9.3% | -2.8% | +12.1% | +10.6% |
| 1Y | +4.3% | -2.7% | +7.0% | +5.5% |
| 3Y | +27.4% | +8.9% | +18.5% | +23.9% |
| 5Y | +17.1% | -9.4% | +26.5% | +12.0% |
| All | +50.7% | +3.8% | +47.0% | +26.0% |
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