+129.8%
IEF vs SPG
+1,719.0%
-1,589.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -0.3% | -2.4% | +2.1% | -0.4% |
| 30D | -0.8% | -6.8% | +6.1% | -1.0% |
| 3M | -1.0% | +2.7% | -3.6% | -0.9% |
| 6M | -2.8% | +5.5% | -8.2% | -2.6% |
| YTD | -1.5% | +15.7% | -17.2% | -1.1% |
| 1Y | -0.4% | +20.9% | -21.3% | +0.1% |
| 3Y | +9.7% | +112.4% | -102.7% | +12.3% |
| 5Y | -8.3% | +101.4% | -109.7% | -6.1% |
| 10Y | +4.6% | +60.6% | -56.0% | +7.7% |
| All | +129.8% | +1,719.0% | -1,589.2% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling