+32.4%
USB vs IEF
-2.3%
+34.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.5% | -0.8% | +0.2% | +0.2% |
| 30D | +5.7% | +2.0% | +3.7% | +3.8% |
| 3M | -4.7% | -1.1% | -3.6% | -4.2% |
| 6M | +13.4% | -1.9% | +15.3% | +14.5% |
| YTD | +17.0% | -2.2% | +19.2% | +17.0% |
| 1Y | +32.4% | -2.3% | +34.7% | +32.8% |
| All | +32.4% | -2.3% | +34.7% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling