-27.5%
ON vs IEF
+10.0%
-37.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -11.0% | -0.6% | -10.5% | -10.9% |
| 3M | -39.3% | -1.0% | -38.3% | -39.2% |
| 6M | +19.8% | -3.1% | +22.9% | +20.7% |
| YTD | +31.1% | -1.9% | +33.0% | +31.7% |
| 1Y | +46.0% | -1.4% | +47.3% | +46.7% |
| All | -27.5% | +10.0% | -37.5% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling