+10.5%
IEF vs SGI
+67.2%
-56.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.0% | -5.3% | +3.3% | -1.7% |
| 30D | +0.7% | -2.1% | +2.8% | +0.8% |
| 3M | -2.5% | -8.2% | +5.7% | -2.2% |
| 6M | -2.6% | -4.6% | +2.0% | -2.4% |
| YTD | -3.2% | -31.5% | +28.3% | -2.2% |
| 1Y | -3.0% | -30.8% | +27.8% | -2.1% |
| 3Y | +10.5% | +67.2% | -56.7% | +5.7% |
| All | +10.5% | +67.2% | -56.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling