+2,304.5%
TER vs IEF
+129.4%
+2,175.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.2% |
| 30D | -8.3% | -0.8% | -7.5% | -9.3% |
| 3M | -12.2% | -1.0% | -11.2% | -13.6% |
| 6M | +17.1% | -2.8% | +19.8% | +11.4% |
| YTD | +84.7% | -1.5% | +86.2% | +79.1% |
| 1Y | +199.9% | -0.4% | +200.3% | +196.4% |
| 3Y | +232.8% | +9.7% | +223.1% | +277.3% |
| 5Y | +198.6% | -8.3% | +206.9% | +137.2% |
| 10Y | +1,669.7% | +4.6% | +1,665.1% | +1,777.8% |
| All | +2,304.5% | +129.4% | +2,175.2% | +24,791.8% |
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