+1,802.9%
TER vs IEF
+4.0%
+1,799.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.8% |
| 7D | +9.4% | -1.2% | +10.6% | +8.9% |
| 30D | -2.4% | -1.5% | -1.0% | -3.0% |
| 3M | +6.5% | -1.7% | +8.2% | +5.8% |
| 6M | +23.2% | -3.5% | +26.7% | +20.9% |
| YTD | +91.5% | -2.6% | +94.1% | +88.9% |
| 1Y | +214.8% | -2.4% | +217.2% | +211.3% |
| 3Y | +275.3% | +8.9% | +266.4% | +290.1% |
| 5Y | +211.9% | -9.2% | +221.2% | +149.9% |
| All | +1,802.9% | +4.0% | +1,799.0% | +1,891.5% |
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