-8.0%
IEF vs SBAC
-41.3%
+33.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -1.9% | -3.4% | +1.5% | -1.6% |
| 30D | +1.1% | +2.6% | -1.5% | +0.8% |
| 3M | -1.9% | +2.6% | -4.6% | -2.2% |
| 6M | -2.4% | -11.5% | +9.1% | -1.6% |
| YTD | -3.0% | -1.6% | -1.4% | -3.3% |
| 1Y | -3.1% | -5.1% | +2.0% | -3.1% |
| 3Y | +10.7% | -9.3% | +20.0% | +10.6% |
| 5Y | -8.0% | -41.0% | +33.0% | -4.8% |
| All | -8.0% | -41.3% | +33.3% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling