+3.6%
IEF vs SAN
+357.1%
-353.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -1.7% | +0.9% | -2.7% | -1.7% |
| 3M | -2.5% | +19.1% | -21.6% | -1.9% |
| 6M | -3.3% | +33.2% | -36.5% | -2.1% |
| YTD | -2.8% | +29.1% | -31.9% | -1.7% |
| 1Y | -2.7% | +50.2% | -53.0% | -1.0% |
| 3Y | +8.9% | +351.0% | -342.1% | +17.1% |
| 5Y | -9.4% | +394.7% | -404.1% | -1.6% |
| All | +3.6% | +357.1% | -353.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling