+20.0%
ON vs IEF
-8.1%
+28.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +12.2% | -2.0% | +14.2% | +12.5% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | -12.9% | -2.5% | -10.4% | -12.6% |
| 6M | -38.6% | -2.6% | -36.0% | -38.4% |
| YTD | +31.2% | -3.2% | +34.4% | +31.8% |
| 1Y | +47.6% | -3.0% | +50.7% | +48.2% |
| 3Y | +6.6% | +10.5% | -3.9% | +3.8% |
| All | +20.0% | -8.1% | +28.1% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling