+155.2%
W vs IEF
+3.8%
+151.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -0.9% | -1.3% | +0.5% | +0.3% |
| 30D | -4.2% | -1.7% | -2.5% | -2.7% |
| 3M | +26.9% | -2.5% | +29.4% | +30.2% |
| 6M | +31.2% | -3.3% | +34.5% | +35.7% |
| YTD | -1.8% | -2.8% | +1.0% | +1.1% |
| 1Y | +9.3% | -2.7% | +12.0% | +12.5% |
| 3Y | +33.2% | +8.9% | +24.3% | +27.2% |
| 5Y | -62.4% | -9.4% | -53.0% | -69.7% |
| All | +155.2% | +3.8% | +151.5% | +179.5% |
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