-22.7%
U vs IEF
-12.8%
-9.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.4% |
| 7D | +2.6% | -2.0% | +4.5% | +4.7% |
| 30D | +27.6% | +0.7% | +26.9% | +26.6% |
| 3M | +15.3% | -2.5% | +17.8% | +18.4% |
| 6M | +96.4% | -2.6% | +99.0% | +102.0% |
| YTD | +19.6% | -3.2% | +22.8% | +23.9% |
| 1Y | +42.1% | -3.0% | +45.2% | +47.1% |
| 3Y | +87.5% | +10.5% | +77.0% | +65.1% |
| 5Y | -73.1% | -8.2% | -65.0% | -72.8% |
| All | -22.7% | -12.8% | -9.9% | -4.6% |
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