+49.7%
IEF vs SSNC
+1,037.0%
-987.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.2% |
| 7D | +0.1% | -1.8% | +1.8% | 0.0% |
| 30D | -0.7% | +1.9% | -2.6% | -0.7% |
| 3M | -0.4% | +18.4% | -18.8% | +0.2% |
| 6M | -2.5% | +7.0% | -9.5% | -2.2% |
| YTD | -1.6% | -6.9% | +5.3% | -1.8% |
| 1Y | -1.3% | -8.2% | +6.9% | -1.5% |
| 3Y | +10.1% | +50.5% | -40.4% | +12.3% |
| 5Y | -8.3% | +17.4% | -25.7% | -7.5% |
| 10Y | +4.5% | +164.9% | -160.5% | +12.2% |
| All | +49.7% | +1,037.0% | -987.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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