+64.2%
T vs IEF
-8.6%
+72.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +4.6% | -0.6% | +5.1% | +4.7% |
| 3M | +12.2% | -1.0% | +13.2% | +12.5% |
| 6M | -6.5% | -3.1% | -3.4% | -5.6% |
| YTD | +4.9% | -1.9% | +6.8% | +5.4% |
| 1Y | -10.5% | -1.4% | -9.1% | -10.1% |
| 3Y | +104.6% | +9.8% | +94.8% | +100.4% |
| 5Y | +64.2% | -8.8% | +73.0% | +50.4% |
| All | +64.2% | -8.6% | +72.8% | +50.4% |
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