+3.8%
IEF vs SBAC
+83.0%
-79.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.7% |
| 7D | -1.2% | -5.3% | +4.1% | -1.0% |
| 30D | -1.5% | +0.4% | -1.9% | -1.5% |
| 3M | -1.7% | -11.9% | +10.2% | -1.2% |
| 6M | -3.5% | -4.5% | +1.0% | -3.5% |
| YTD | -2.6% | -4.3% | +1.7% | -2.7% |
| 1Y | -2.4% | -3.9% | +1.5% | -2.4% |
| 3Y | +8.9% | -11.0% | +19.9% | +9.0% |
| 5Y | -9.2% | -44.1% | +34.8% | -8.8% |
| All | +3.8% | +83.0% | -79.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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