+36.6%
ORLY vs IEF
+9.0%
+27.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.4% | -1.3% | -1.0% | -1.8% |
| 30D | -6.8% | -1.7% | -5.0% | -6.1% |
| 3M | -4.8% | -2.5% | -2.2% | -3.8% |
| 6M | -9.1% | -3.3% | -5.8% | -7.9% |
| YTD | -5.9% | -2.8% | -3.1% | -4.8% |
| 1Y | -20.4% | -2.7% | -17.7% | -19.5% |
| 3Y | +36.6% | +8.9% | +27.7% | +32.1% |
| All | +36.6% | +9.0% | +27.6% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling