+129.6%
IEF vs SRE
+1,795.2%
-1,665.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | +0.1% | +1.4% | -1.4% | +0.1% |
| 30D | -0.7% | +1.9% | -2.6% | -0.7% |
| 3M | -0.4% | -3.3% | +2.8% | -0.5% |
| 6M | -2.5% | -6.4% | +3.9% | -2.6% |
| YTD | -1.6% | -1.8% | +0.2% | -1.6% |
| 1Y | -1.3% | +10.7% | -12.1% | -0.9% |
| 3Y | +10.1% | +31.8% | -21.7% | +11.4% |
| 5Y | -8.3% | +49.2% | -57.5% | -6.5% |
| 10Y | +4.5% | +118.5% | -114.1% | +9.4% |
| All | +129.6% | +1,795.2% | -1,665.6% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling