-9.5%
IEF vs SYY
+23.4%
-32.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.3% | +3.9% | -5.3% | -1.4% |
| 30D | -1.7% | -1.7% | 0.0% | -1.7% |
| 3M | -2.5% | +5.2% | -7.7% | -2.6% |
| 6M | -3.3% | -0.2% | -3.1% | -3.3% |
| YTD | -2.8% | +15.4% | -18.2% | -3.0% |
| 1Y | -2.7% | +5.6% | -8.3% | -2.8% |
| 3Y | +8.9% | +28.9% | -20.0% | +8.7% |
| All | -9.5% | +23.4% | -32.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 5y: compounded portfolio wealth divided by compounded SYY 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…
5y analysis · Full analysis span regression · 6 months rolling