+127.2%
IEF vs SPYG
+1,561.3%
-1,434.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.9% |
| 7D | -1.2% | -1.8% | +0.6% | -1.4% |
| 30D | -1.5% | -1.9% | +0.5% | -1.6% |
| 3M | -1.7% | +5.2% | -6.8% | -1.2% |
| 6M | -3.5% | +15.6% | -19.1% | -2.1% |
| YTD | -2.6% | +12.4% | -15.1% | -1.5% |
| 1Y | -2.4% | +17.5% | -19.8% | -0.8% |
| 3Y | +8.9% | +98.1% | -89.1% | +17.1% |
| 5Y | -9.2% | +84.9% | -94.2% | -3.0% |
| 10Y | +3.9% | +417.7% | -413.8% | +30.0% |
| All | +127.2% | +1,561.3% | -1,434.1% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling