-9.5%
IEF vs SPXS
-86.0%
+76.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.3% |
| 30D | -1.7% | +4.2% | -5.9% | -1.7% |
| 3M | -2.5% | -9.3% | +6.8% | -2.6% |
| 6M | -3.3% | -30.7% | +27.4% | -3.6% |
| YTD | -2.8% | -28.1% | +25.2% | -3.1% |
| 1Y | -2.7% | -35.1% | +32.3% | -3.1% |
| 3Y | +8.9% | -79.6% | +88.5% | +7.0% |
| All | -9.5% | -86.0% | +76.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling