+129.6%
IEF vs SYY
+507.9%
-378.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | -2.8% | +2.8% | 0.0% |
| 30D | -0.7% | -5.3% | +4.6% | -0.9% |
| 3M | -0.4% | +5.1% | -5.5% | -0.2% |
| 6M | -2.5% | -5.0% | +2.5% | -2.6% |
| YTD | -1.6% | +10.7% | -12.3% | -1.1% |
| 1Y | -1.3% | +0.7% | -2.0% | -1.1% |
| 3Y | +10.1% | +24.0% | -13.9% | +11.5% |
| 5Y | -8.3% | +19.3% | -27.6% | -7.0% |
| 10Y | +4.5% | +96.4% | -91.9% | +10.6% |
| All | +129.6% | +507.9% | -378.3% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling