+3.6%
IEF vs SPXS
-99.6%
+103.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | -1.7% | +4.2% | -5.9% | -1.8% |
| 3M | -2.5% | -9.3% | +6.8% | -2.4% |
| 6M | -3.3% | -30.7% | +27.4% | -2.8% |
| YTD | -2.8% | -28.1% | +25.2% | -2.4% |
| 1Y | -2.7% | -35.1% | +32.3% | -2.2% |
| 3Y | +8.9% | -79.6% | +88.5% | +11.3% |
| 5Y | -9.4% | -86.3% | +76.9% | -7.7% |
| All | +3.6% | -99.6% | +103.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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