+98.3%
USB vs IEF
+10.0%
+88.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -1.3% | -0.8% | -0.5% | -1.1% |
| 3M | +15.2% | -1.0% | +16.2% | +15.5% |
| 6M | +18.8% | -2.8% | +21.6% | +19.4% |
| YTD | +21.0% | -1.5% | +22.5% | +21.3% |
| 1Y | +34.0% | -0.4% | +34.4% | +34.1% |
| All | +98.3% | +10.0% | +88.3% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling