-84.2%
OPEN vs IEF
-8.6%
-75.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -1.7% |
| 7D | -2.9% | -0.3% | -2.6% | -2.3% |
| 30D | -13.8% | -0.6% | -13.2% | -12.7% |
| 3M | -30.9% | -1.0% | -29.9% | -29.1% |
| 6M | -40.9% | -3.1% | -37.9% | -36.9% |
| YTD | -48.5% | -1.9% | -46.7% | -46.3% |
| 1Y | -50.9% | -1.4% | -49.5% | -49.3% |
| 3Y | -20.6% | +9.8% | -30.4% | -30.9% |
| 5Y | -84.2% | -8.8% | -75.3% | -88.3% |
| All | -84.2% | -8.6% | -75.6% | -88.3% |
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