+163.6%
W vs IEF
+15.9%
+147.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | -7.6% | -0.8% | -6.8% | -7.1% |
| 3M | +37.2% | -1.0% | +38.1% | +38.2% |
| 6M | +26.3% | -2.8% | +29.1% | +28.3% |
| YTD | -1.0% | -1.5% | +0.5% | +0.1% |
| 1Y | +20.1% | -0.4% | +20.5% | +20.9% |
| 3Y | +37.8% | +9.7% | +28.1% | +33.8% |
| 5Y | -63.7% | -8.3% | -55.3% | -71.1% |
| 10Y | +156.3% | +4.6% | +151.7% | +156.4% |
| All | +163.6% | +15.9% | +147.7% | +191.1% |
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