+129.0%
IEF vs SONY
+205.0%
-76.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -0.3% | -4.9% | +4.6% | -0.5% |
| 30D | -0.6% | -1.6% | +1.0% | -0.6% |
| 3M | -1.0% | +10.0% | -11.0% | -0.6% |
| 6M | -3.1% | +8.4% | -11.5% | -2.7% |
| YTD | -1.9% | -8.4% | +6.6% | -2.1% |
| 1Y | -1.4% | -18.4% | +17.0% | -1.9% |
| 3Y | +9.8% | +41.0% | -31.2% | +11.7% |
| 5Y | -8.8% | +9.3% | -18.1% | -8.0% |
| 10Y | +4.7% | +281.7% | -277.0% | +13.0% |
| All | +129.0% | +205.0% | -76.0% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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