+239.8%
RF vs IEF
+6.9%
+232.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.8% |
| 7D | +0.3% | -0.2% | +0.5% | +0.1% |
| 30D | +6.2% | +1.8% | +4.4% | +8.5% |
| 3M | -7.8% | -1.2% | -6.7% | -9.4% |
| 6M | +5.9% | -2.5% | +8.4% | +2.2% |
| YTD | +9.0% | -2.5% | +11.5% | +5.2% |
| 1Y | +19.3% | -2.3% | +21.5% | +15.3% |
| 3Y | +116.4% | +11.3% | +105.2% | +152.7% |
| 5Y | +46.0% | -7.6% | +53.6% | -1.5% |
| 10Y | +239.8% | +7.3% | +232.5% | +292.6% |
| All | +239.8% | +6.9% | +232.8% | +292.6% |
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