+523.3%
ON vs IEF
+7.3%
+516.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.7% |
| 7D | +12.2% | -2.0% | +14.2% | +11.0% |
| 30D | -3.1% | +0.7% | -3.8% | -2.7% |
| 3M | -12.9% | -2.5% | -10.4% | -14.0% |
| 6M | -38.6% | -2.6% | -36.0% | -39.5% |
| YTD | +31.2% | -3.2% | +34.4% | +28.8% |
| 1Y | +47.6% | -3.0% | +50.7% | +45.0% |
| 3Y | +6.6% | +10.5% | -3.9% | +13.9% |
| 5Y | +21.3% | -8.2% | +29.4% | -5.4% |
| All | +523.3% | +7.3% | +516.0% | +636.8% |
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