+4,009.4%
ON vs IEF
+129.4%
+3,880.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | -0.3% | +2.7% | +2.1% |
| 30D | -3.3% | -0.8% | -2.5% | -4.2% |
| 3M | -43.6% | -1.0% | -42.6% | -44.3% |
| 6M | +19.0% | -2.8% | +21.7% | +14.4% |
| YTD | +37.4% | -1.5% | +38.9% | +34.3% |
| 1Y | +54.8% | -0.4% | +55.2% | +53.5% |
| 3Y | -25.2% | +9.7% | -34.8% | -16.3% |
| 5Y | +62.7% | -8.3% | +71.0% | +32.4% |
| 10Y | +574.3% | +4.6% | +569.7% | +615.8% |
| All | +4,009.4% | +129.4% | +3,880.0% | +20,165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling