+129.6%
IEF vs SUI
+1,169.6%
-1,039.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.1% |
| 7D | +0.1% | +6.2% | -6.1% | +0.2% |
| 30D | +3.1% | +8.6% | -5.5% | +3.2% |
| 3M | -0.5% | +1.0% | -1.5% | -0.4% |
| 6M | -1.6% | -2.6% | +1.0% | -1.7% |
| YTD | -1.6% | -0.1% | -1.4% | -1.5% |
| 1Y | -1.5% | +0.5% | -1.9% | -1.4% |
| 3Y | +12.4% | +15.3% | -2.8% | +12.9% |
| 5Y | -7.5% | -26.1% | +18.6% | -8.2% |
| 10Y | +5.2% | +117.8% | -112.7% | +9.5% |
| All | +129.6% | +1,169.6% | -1,039.9% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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