+116.9%
RF vs IEF
+11.1%
+105.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +0.4% | -1.9% | +2.3% | +1.0% |
| 30D | +5.6% | +1.1% | +4.5% | +5.2% |
| 3M | -8.9% | -1.9% | -6.9% | -8.4% |
| 6M | +7.1% | -2.4% | +9.5% | +7.8% |
| YTD | +8.3% | -3.0% | +11.3% | +9.0% |
| 1Y | +16.8% | -3.1% | +20.0% | +17.6% |
| All | +116.9% | +11.1% | +105.8% | +94.9% |
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