+49.6%
ON vs IEF
-9.3%
+59.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -4.7% | -1.2% | -3.5% | -4.5% |
| 30D | -13.5% | -1.5% | -12.0% | -13.3% |
| 3M | -36.3% | -1.7% | -34.6% | -36.2% |
| 6M | +17.8% | -3.5% | +21.3% | +18.3% |
| YTD | +29.6% | -2.6% | +32.2% | +30.0% |
| 1Y | +45.8% | -2.4% | +48.2% | +46.3% |
| 3Y | -28.3% | +8.9% | -37.3% | -30.0% |
| 5Y | +49.6% | -9.2% | +58.9% | +21.8% |
| All | +49.6% | -9.3% | +59.0% | +21.8% |
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