-38.4%
U vs IEF
-12.3%
-26.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.3% |
| 7D | 0.0% | -1.2% | +1.2% | +1.2% |
| 30D | -4.1% | -1.5% | -2.6% | -2.6% |
| 3M | +57.8% | -1.7% | +59.5% | +60.7% |
| 6M | +103.5% | -3.5% | +107.0% | +111.7% |
| YTD | -4.8% | -2.6% | -2.1% | -1.9% |
| 1Y | -2.4% | -2.4% | 0.0% | +0.1% |
| 3Y | +11.7% | +8.9% | +2.7% | +0.2% |
| 5Y | -68.9% | -9.2% | -59.6% | -67.6% |
| All | -38.4% | -12.3% | -26.1% | -24.4% |
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 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