+90.1%
RF vs IEF
-8.0%
+98.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.2% |
| 30D | -3.6% | -0.8% | -2.8% | -3.8% |
| 3M | +8.1% | -1.0% | +9.1% | +7.8% |
| 6M | +11.5% | -2.8% | +14.2% | +10.5% |
| YTD | +15.6% | -1.5% | +17.1% | +15.0% |
| 1Y | +15.7% | -0.4% | +16.1% | +15.6% |
| 3Y | +86.9% | +9.7% | +77.2% | +92.0% |
| All | +90.1% | -8.0% | +98.1% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling