+231.7%
RF vs IEF
+7.3%
+224.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.3% |
| 7D | -1.3% | -0.8% | -0.6% | -2.3% |
| 30D | +4.6% | +2.0% | +2.6% | +7.2% |
| 3M | -8.4% | -1.1% | -7.4% | -9.8% |
| 6M | +8.9% | -1.9% | +10.8% | +5.9% |
| YTD | +8.8% | -2.2% | +11.0% | +5.3% |
| 1Y | +18.9% | -2.3% | +21.2% | +14.9% |
| 3Y | +116.0% | +11.6% | +104.4% | +153.0% |
| 5Y | +46.0% | -7.1% | +53.1% | 0.0% |
| 10Y | +231.7% | +7.8% | +224.0% | +285.8% |
| All | +231.7% | +7.3% | +224.4% | +285.8% |
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