+1,676.3%
TER vs IEF
+125.8%
+1,550.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.9% |
| 7D | +24.0% | -1.9% | +25.9% | +20.7% |
| 30D | -30.6% | +1.1% | -31.7% | -29.3% |
| 3M | -34.5% | -1.9% | -32.5% | -35.9% |
| 6M | -26.4% | -2.4% | -24.0% | -28.8% |
| YTD | +36.4% | -3.0% | +39.4% | +30.1% |
| 1Y | +47.4% | -3.1% | +50.5% | +40.2% |
| 3Y | +202.6% | +10.7% | +191.9% | +251.1% |
| 5Y | +83.9% | -8.0% | +91.9% | +49.3% |
| 10Y | +1,068.0% | +6.9% | +1,061.0% | +1,213.7% |
| All | +1,676.3% | +125.8% | +1,550.5% | +17,979.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling