+8.9%
IEF vs VSXY
+352.7%
-343.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.2% |
| 7D | -1.3% | +0.1% | -1.5% | -1.3% |
| 30D | -1.7% | -18.7% | +16.9% | -1.7% |
| 3M | -2.5% | -4.0% | +1.4% | -2.5% |
| 6M | -3.3% | +67.5% | -70.7% | -3.4% |
| YTD | -2.8% | +39.7% | -42.5% | -3.0% |
| 1Y | -2.7% | +180.0% | -182.7% | -3.0% |
| 3Y | +8.9% | +337.3% | -328.4% | +9.1% |
| All | +8.9% | +352.7% | -343.8% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling