-71.4%
OPEN vs IEF
-1.9%
-69.5%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.5% | +13.2% | +11.5% |
| 7D | +3.7% | +0.9% | +2.8% | 0.0% |
| 30D | -14.3% | +3.1% | -17.4% | -24.0% |
| 3M | -51.9% | -1.4% | -50.6% | -49.4% |
| 6M | -61.4% | -1.6% | -59.8% | -58.9% |
| YTD | -66.0% | -2.1% | -63.9% | -62.8% |
| 1Y | -71.4% | -2.0% | -69.4% | -68.9% |
| All | -71.4% | -1.9% | -69.5% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling