+7.3%
IEF vs SPG
+113.9%
-106.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.0% | +2.0% | -4.0% | -2.0% |
| 30D | +0.7% | +17.2% | -16.5% | +0.8% |
| 3M | -2.5% | +6.3% | -8.8% | -2.4% |
| 6M | -2.6% | +18.7% | -21.3% | -2.4% |
| YTD | -3.2% | +30.1% | -33.3% | -3.0% |
| 1Y | -3.0% | +32.8% | -35.8% | -2.8% |
| 3Y | +10.5% | +133.6% | -123.0% | +11.6% |
| 5Y | -8.2% | +84.4% | -92.6% | -7.7% |
| All | +7.3% | +113.9% | -106.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling