-62.4%
W vs IEF
-8.3%
-54.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | -6.2% | -0.7% | -5.5% | -4.8% |
| 3M | +48.9% | -0.4% | +49.3% | +51.6% |
| 6M | +31.2% | -2.5% | +33.7% | +39.1% |
| YTD | -0.4% | -1.6% | +1.2% | +3.8% |
| 1Y | +14.8% | -1.3% | +16.1% | +19.1% |
| 3Y | +40.5% | +10.1% | +30.4% | +19.3% |
| All | -62.4% | -8.3% | -54.1% | -67.6% |
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