-8.8%
IEF vs SAN
+384.1%
-392.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | -1.0% | +19.6% | -20.6% | -0.9% |
| 6M | -3.1% | +32.7% | -35.8% | -2.8% |
| YTD | -1.9% | +26.7% | -28.6% | -1.7% |
| 1Y | -1.4% | +51.6% | -53.0% | -0.9% |
| 3Y | +9.8% | +348.7% | -339.0% | +12.6% |
| 5Y | -8.8% | +378.7% | -387.6% | -7.3% |
| All | -8.8% | +384.1% | -392.9% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling