+72.4%
UBER vs IEF
+2.5%
+69.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -5.4% | -1.3% | -4.1% | -5.2% |
| 30D | -4.9% | -1.7% | -3.2% | -4.7% |
| 3M | +3.0% | -2.5% | +5.6% | +3.4% |
| 6M | -4.4% | -3.3% | -1.1% | -4.0% |
| YTD | -12.3% | -2.8% | -9.5% | -12.0% |
| 1Y | -24.3% | -2.7% | -21.6% | -24.1% |
| 3Y | +46.4% | +8.9% | +37.5% | +44.0% |
| 5Y | +79.7% | -9.4% | +89.1% | +64.9% |
| All | +72.4% | +2.5% | +69.9% | +90.9% |
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