-37.5%
U vs IEF
-11.4%
-26.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -0.6% | -0.7% | +0.1% | +0.2% |
| 3M | +48.4% | -0.4% | +48.9% | +49.2% |
| 6M | +115.4% | -2.5% | +117.9% | +121.6% |
| YTD | -3.2% | -1.6% | -1.6% | -1.4% |
| 1Y | -6.0% | -1.3% | -4.7% | -4.8% |
| 3Y | +13.5% | +10.1% | +3.4% | +0.7% |
| 5Y | -68.0% | -8.3% | -59.7% | -67.1% |
| All | -37.5% | -11.4% | -26.1% | -24.1% |
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