-2.7%
IEF vs SRE
+4.6%
-7.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | -1.7% | -3.0% | +1.3% | -1.6% |
| 3M | -2.5% | -8.3% | +5.8% | -2.2% |
| 6M | -3.3% | -8.9% | +5.7% | -2.9% |
| YTD | -2.8% | -4.3% | +1.4% | -2.6% |
| 1Y | -2.7% | +2.7% | -5.5% | -2.6% |
| All | -2.7% | +4.6% | -7.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling