+125.9%
IEF vs SPY
+1,211.9%
-1,086.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.0% | +2.6% | -4.6% | -1.7% |
| 30D | +0.7% | -2.0% | +2.7% | +0.5% |
| 3M | -2.5% | -2.8% | +0.3% | -2.8% |
| 6M | -2.6% | +2.1% | -4.7% | -2.3% |
| YTD | -3.2% | +11.5% | -14.7% | -2.0% |
| 1Y | -3.0% | +13.5% | -16.5% | -1.6% |
| 3Y | +10.5% | +77.7% | -67.2% | +18.3% |
| 5Y | -8.2% | +72.6% | -80.8% | -1.9% |
| 10Y | +6.7% | +308.2% | -301.5% | +30.4% |
| All | +125.9% | +1,211.9% | -1,086.0% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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