-9.5%
IEF vs SPYG
+85.2%
-94.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.3% | -0.9% | -0.5% | -1.3% |
| 30D | -1.7% | -1.5% | -0.2% | -1.7% |
| 3M | -2.5% | +3.7% | -6.3% | -2.6% |
| 6M | -3.3% | +16.4% | -19.7% | -3.6% |
| YTD | -2.8% | +13.3% | -16.2% | -3.1% |
| 1Y | -2.7% | +17.9% | -20.6% | -3.1% |
| 3Y | +8.9% | +98.3% | -89.4% | +6.4% |
| All | -9.5% | +85.2% | -94.7% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling