+129.0%
IEF vs SIRI
+81.3%
+47.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -0.3% | -3.9% | +3.6% | -0.3% |
| 30D | -0.6% | -0.8% | +0.3% | -0.6% |
| 3M | -1.0% | +4.3% | -5.3% | -0.9% |
| 6M | -3.1% | +34.1% | -37.1% | -2.8% |
| YTD | -1.9% | +47.3% | -49.2% | -1.5% |
| 1Y | -1.4% | +22.9% | -24.3% | -1.1% |
| 3Y | +9.8% | -24.6% | +34.4% | +9.8% |
| 5Y | -8.8% | -43.2% | +34.4% | -8.9% |
| 10Y | +4.7% | -12.3% | +17.0% | +5.3% |
| All | +129.0% | +81.3% | +47.7% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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