-86.1%
OPEN vs IEF
-3.1%
-83.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.5% | -2.7% |
| 7D | -15.0% | -2.0% | -13.0% | -6.2% |
| 30D | -40.2% | +0.7% | -40.9% | -41.3% |
| 3M | -67.4% | -2.5% | -64.9% | -63.2% |
| 6M | -74.0% | -2.6% | -71.5% | -70.4% |
| YTD | -79.6% | -3.2% | -76.4% | -76.2% |
| 1Y | -86.1% | -3.0% | -83.1% | -84.0% |
| All | -86.1% | -3.1% | -83.0% | -84.0% |
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