+10.5%
IEF vs SPG
+135.6%
-125.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.0% | +2.0% | -4.0% | -2.1% |
| 30D | +0.7% | +17.2% | -16.5% | -0.2% |
| 3M | -2.5% | +6.3% | -8.8% | -2.9% |
| 6M | -2.6% | +18.7% | -21.3% | -3.5% |
| YTD | -3.2% | +30.1% | -33.3% | -4.6% |
| 1Y | -3.0% | +32.8% | -35.8% | -4.5% |
| 3Y | +10.5% | +133.6% | -123.0% | +0.4% |
| All | +10.5% | +135.6% | -125.0% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling