+108.5%
RF vs IEF
+12.2%
+96.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +6.0% | +3.1% | +2.9% | +5.0% |
| 3M | -8.9% | -0.5% | -8.4% | -8.9% |
| 6M | +2.3% | -1.6% | +4.0% | +2.6% |
| YTD | +7.6% | -1.6% | +9.1% | +7.7% |
| 1Y | +21.2% | -1.5% | +22.6% | +21.4% |
| 3Y | +108.5% | +12.4% | +96.1% | +84.1% |
| All | +108.5% | +12.2% | +96.3% | +84.1% |
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