+89.2%
USB vs IEF
+6.4%
+82.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +0.8% | +0.3% | +0.4% | +1.1% |
| 30D | +6.8% | +2.7% | +4.1% | +9.3% |
| 3M | -3.8% | -0.8% | -3.0% | -4.6% |
| 6M | +11.7% | -1.7% | +13.4% | +9.7% |
| YTD | +17.5% | -1.6% | +19.1% | +15.4% |
| 1Y | +33.8% | -1.6% | +35.3% | +31.4% |
| 3Y | +104.2% | +12.4% | +91.9% | +131.5% |
| 5Y | +26.4% | -7.6% | +34.0% | -7.3% |
| 10Y | +89.2% | +7.6% | +81.6% | +87.5% |
| All | +89.2% | +6.4% | +82.8% | +87.5% |
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 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