+84.3%
W vs IEF
-2.5%
+86.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | +3.0% |
| 7D | -1.7% | -1.9% | +0.2% | +12.7% |
| 30D | +3.2% | +1.1% | +2.1% | -7.2% |
| 3M | +8.3% | -1.9% | +10.2% | +33.6% |
| 6M | +84.3% | -2.4% | +86.7% | +144.4% |
| All | +84.3% | -2.5% | +86.8% | +144.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling