-2.0%
IEF vs SARO
-7.8%
+5.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +0.9% | +15.8% | -14.9% | +0.3% |
| 30D | +3.1% | +22.2% | -19.1% | +2.2% |
| 3M | -1.4% | -16.2% | +14.8% | -0.9% |
| 6M | -1.6% | +4.6% | -6.2% | -1.9% |
| YTD | -2.1% | -10.4% | +8.2% | -2.2% |
| 1Y | -2.0% | -6.5% | +4.5% | -2.1% |
| All | -2.0% | -7.8% | +5.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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