+629.3%
ON vs IEF
+3.8%
+625.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.4% |
| 7D | +2.4% | -1.3% | +3.7% | +1.7% |
| 30D | -8.6% | -1.7% | -6.9% | -9.4% |
| 3M | -34.3% | -2.5% | -31.8% | -35.2% |
| 6M | +28.5% | -3.3% | +31.8% | +26.1% |
| YTD | +40.6% | -2.8% | +43.4% | +38.3% |
| 1Y | +55.3% | -2.7% | +58.0% | +53.0% |
| 3Y | -22.2% | +8.9% | -31.1% | -18.5% |
| 5Y | +62.4% | -9.4% | +71.8% | +23.9% |
| All | +629.3% | +3.8% | +625.5% | +748.0% |
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