+53.0%
IEF vs SPXS
-100.0%
+153.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -0.3% | +1.2% | -1.6% | -0.4% |
| 30D | -0.6% | +5.2% | -5.8% | -0.8% |
| 3M | -1.0% | -9.2% | +8.2% | -0.7% |
| 6M | -3.1% | -29.6% | +26.5% | -2.1% |
| YTD | -1.9% | -27.6% | +25.8% | -1.0% |
| 1Y | -1.4% | -36.7% | +35.4% | -0.1% |
| 3Y | +9.8% | -79.8% | +89.6% | +14.9% |
| 5Y | -8.8% | -85.9% | +77.0% | -4.9% |
| 10Y | +4.7% | -99.5% | +104.2% | +25.3% |
| All | +53.0% | -100.0% | +153.0% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling