-3.3%
IEF vs SOLS
+17.0%
-20.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -1.3% | -3.5% | +2.1% | -1.3% |
| 30D | -1.7% | -1.0% | -0.8% | -1.7% |
| 3M | -2.5% | -24.1% | +21.6% | -2.4% |
| 6M | -3.3% | -18.0% | +14.7% | -3.2% |
| YTD | -2.8% | +27.1% | -29.9% | -2.3% |
| All | -3.3% | +17.0% | -20.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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