+47.6%
ON vs IEF
-1.9%
+49.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.3% |
| 7D | -5.8% | +0.9% | -6.7% | -6.7% |
| 30D | -17.1% | +3.1% | -20.2% | -20.2% |
| 3M | -11.8% | -1.4% | -10.5% | -9.2% |
| 6M | -30.2% | -1.6% | -28.6% | -28.4% |
| YTD | +31.6% | -2.1% | +33.7% | +36.2% |
| 1Y | +47.6% | -2.0% | +49.5% | +53.7% |
| All | +47.6% | -1.9% | +49.5% | +53.7% |
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