+52.4%
IEF vs SPXU
-100.0%
+152.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +0.1% | -1.5% | +1.5% | +0.1% |
| 30D | -0.7% | +3.7% | -4.5% | -0.9% |
| 3M | -0.4% | -9.6% | +9.1% | -0.2% |
| 6M | -2.5% | -32.4% | +29.9% | -1.4% |
| YTD | -1.6% | -28.7% | +27.1% | -0.7% |
| 1Y | -1.3% | -38.2% | +36.9% | +0.1% |
| 3Y | +10.1% | -80.4% | +90.5% | +15.4% |
| 5Y | -8.3% | -86.0% | +77.7% | -4.3% |
| 10Y | +4.5% | -99.5% | +104.0% | +26.8% |
| All | +52.4% | -100.0% | +152.4% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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