+9.1%
IEF vs SPYG
+96.8%
-87.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.8% |
| 7D | -1.2% | -1.8% | +0.6% | -1.2% |
| 30D | -1.5% | -1.9% | +0.5% | -1.4% |
| 3M | -1.7% | +5.2% | -6.8% | -1.7% |
| 6M | -3.5% | +15.6% | -19.1% | -3.6% |
| YTD | -2.6% | +12.4% | -15.1% | -2.7% |
| 1Y | -2.4% | +17.5% | -19.8% | -2.4% |
| All | +9.1% | +96.8% | -87.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling