-2.0%
IEF vs SNY
+2.7%
-4.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.2% |
| 7D | +0.9% | +12.4% | -11.5% | +0.1% |
| 30D | +3.1% | +20.1% | -17.1% | +1.8% |
| 3M | -1.4% | +11.2% | -12.6% | -2.1% |
| 6M | -1.6% | +9.5% | -11.1% | -2.3% |
| YTD | -2.1% | +3.4% | -5.5% | -2.8% |
| 1Y | -2.0% | +2.0% | -4.0% | -2.6% |
| All | -2.0% | +2.7% | -4.7% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling