+75.9%
UBER vs IEF
+3.8%
+72.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -2.5% | -0.7% | -1.8% | -2.4% |
| 3M | +4.4% | -0.4% | +4.8% | +4.5% |
| 6M | -2.7% | -2.5% | -0.2% | -2.4% |
| YTD | -10.5% | -1.6% | -8.9% | -10.3% |
| 1Y | -22.5% | -1.3% | -21.2% | -22.4% |
| 3Y | +54.8% | +10.1% | +44.7% | +52.1% |
| 5Y | +82.5% | -8.3% | +90.8% | +67.3% |
| All | +75.9% | +3.8% | +72.1% | +94.5% |
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