+590.4%
USB vs IEF
+129.4%
+461.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.1% |
| 30D | -1.3% | -0.8% | -0.5% | -2.3% |
| 3M | +15.2% | -1.0% | +16.2% | +13.7% |
| 6M | +18.8% | -2.8% | +21.6% | +14.4% |
| YTD | +21.0% | -1.5% | +22.5% | +18.5% |
| 1Y | +34.0% | -0.4% | +34.4% | +33.1% |
| 3Y | +95.3% | +9.7% | +85.7% | +119.1% |
| 5Y | +40.4% | -8.3% | +48.7% | +17.6% |
| 10Y | +107.3% | +4.6% | +102.7% | +123.0% |
| All | +590.4% | +129.4% | +461.0% | +2,078.4% |
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 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