-3.0%
IEF vs SAN
+12.6%
-15.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -2.0% | +4.0% | -6.0% | -2.1% |
| 30D | +0.7% | -7.8% | +8.5% | +1.0% |
| 3M | -2.5% | -16.4% | +13.9% | -1.8% |
| 6M | -2.6% | +3.5% | -6.1% | -2.8% |
| YTD | -3.2% | +6.7% | -9.9% | -3.8% |
| 1Y | -3.0% | +14.5% | -17.5% | -3.7% |
| All | -3.0% | +12.6% | -15.7% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling