+196.7%
W vs IEF
+13.9%
+182.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.2% | -2.0% | +2.1% | +1.4% |
| 30D | +6.8% | +0.7% | +6.1% | +6.4% |
| 3M | +10.7% | -2.5% | +13.2% | +12.4% |
| 6M | +86.3% | -2.6% | +88.9% | +89.8% |
| YTD | +11.5% | -3.2% | +14.7% | +13.9% |
| 1Y | +5.1% | -3.0% | +8.1% | +7.3% |
| 3Y | +171.0% | +10.5% | +160.5% | +165.4% |
| 5Y | -56.6% | -8.2% | -48.5% | -64.2% |
| 10Y | +213.4% | +6.7% | +206.7% | +232.8% |
| All | +196.7% | +13.9% | +182.8% | +231.2% |
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