+101.6%
IEF vs SGI
+2,073.9%
-1,972.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | +9.3% | -9.2% | +0.2% |
| 30D | -0.7% | +6.9% | -7.6% | -0.6% |
| 3M | -0.4% | +2.8% | -3.3% | -0.4% |
| 6M | -2.5% | -12.6% | +10.1% | -2.6% |
| YTD | -1.6% | -21.5% | +19.9% | -1.9% |
| 1Y | -1.3% | -18.8% | +17.4% | -1.5% |
| 3Y | +10.1% | +60.8% | -50.7% | +11.4% |
| 5Y | -8.3% | +60.0% | -68.3% | -7.0% |
| 10Y | +4.5% | +267.8% | -263.4% | +9.5% |
| All | +101.6% | +2,073.9% | -1,972.3% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling