+9.5%
IEF vs SPMO
+575.0%
-565.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.3% | +2.7% | -3.0% | -0.2% |
| 30D | -0.6% | +1.1% | -1.6% | -0.5% |
| 3M | -1.0% | +2.0% | -3.0% | -0.9% |
| 6M | -3.1% | +26.5% | -29.6% | -2.0% |
| YTD | -1.9% | +26.5% | -28.4% | -0.8% |
| 1Y | -1.4% | +27.9% | -29.3% | -0.2% |
| 3Y | +9.8% | +160.4% | -150.6% | +15.4% |
| 5Y | -8.8% | +151.5% | -160.3% | -4.3% |
| 10Y | +4.7% | +526.3% | -521.7% | +17.5% |
| All | +9.5% | +575.0% | -565.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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