+91.7%
USB vs IEF
+5.6%
+86.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.6% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | +5.8% | +3.1% | +2.8% | +8.8% |
| 3M | -6.0% | -0.5% | -5.5% | -6.5% |
| 6M | +7.8% | -1.6% | +9.4% | +5.8% |
| YTD | +14.6% | -1.6% | +16.2% | +12.6% |
| 1Y | +31.8% | -1.5% | +33.2% | +29.6% |
| 3Y | +91.5% | +12.4% | +79.1% | +117.4% |
| 5Y | +22.0% | -7.5% | +29.5% | -10.3% |
| All | +91.7% | +5.6% | +86.2% | +81.8% |
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