-70.8%
OPEN vs IEF
-10.8%
-60.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -4.3% | -0.3% | -4.0% | -3.7% |
| 30D | -16.2% | -0.8% | -15.4% | -14.7% |
| 3M | -36.4% | -1.0% | -35.4% | -34.7% |
| 6M | -35.5% | -2.8% | -32.7% | -31.4% |
| YTD | -46.0% | -1.5% | -44.5% | -44.0% |
| 1Y | -47.1% | -0.4% | -46.7% | -46.4% |
| 3Y | -19.0% | +9.7% | -28.7% | -29.7% |
| 5Y | -83.6% | -8.3% | -75.3% | -84.2% |
| All | -70.8% | -10.8% | -60.0% | -70.5% |
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