-74.2%
OPEN vs IEF
-12.0%
-62.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | 0.0% |
| 7D | -11.4% | -1.3% | -10.1% | -9.0% |
| 30D | -20.1% | -1.7% | -18.3% | -17.1% |
| 3M | -37.6% | -2.5% | -35.1% | -34.0% |
| 6M | -47.1% | -3.3% | -43.8% | -43.0% |
| YTD | -52.1% | -2.8% | -49.3% | -49.0% |
| 1Y | -73.5% | -2.7% | -70.8% | -71.9% |
| 3Y | -24.4% | +8.9% | -33.3% | -33.1% |
| 5Y | -85.1% | -9.4% | -75.7% | -85.3% |
| All | -74.2% | -12.0% | -62.2% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling