-53.1%
W vs IEF
-7.4%
-45.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -7.4% | -0.8% | -6.6% | -6.0% |
| 30D | +7.8% | +2.0% | +5.8% | +3.7% |
| 3M | +10.9% | -1.1% | +11.9% | +13.5% |
| 6M | +86.4% | -1.9% | +88.3% | +96.1% |
| YTD | +14.0% | -2.2% | +16.2% | +20.6% |
| 1Y | +3.5% | -2.3% | +5.9% | +9.8% |
| 3Y | +164.8% | +11.6% | +153.2% | +117.8% |
| 5Y | -53.1% | -7.1% | -46.1% | -56.8% |
| All | -53.1% | -7.4% | -45.8% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling