-8.8%
IEF vs SGI
+56.1%
-64.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -0.6% | +5.5% | -6.1% | -0.7% |
| 3M | -1.0% | -3.6% | +2.6% | -0.9% |
| 6M | -3.1% | -15.0% | +12.0% | -2.8% |
| YTD | -1.9% | -23.0% | +21.2% | -1.4% |
| 1Y | -1.4% | -18.4% | +17.1% | -1.1% |
| 3Y | +9.8% | +57.8% | -48.0% | +8.1% |
| 5Y | -8.8% | +51.5% | -60.3% | -12.2% |
| All | -8.8% | +56.1% | -64.9% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling