+171.3%
SAP vs IEF
+4.0%
+167.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -5.1% | -1.2% | -3.9% | -5.1% |
| 30D | -1.8% | -1.5% | -0.3% | -1.7% |
| 3M | +20.9% | -1.7% | +22.6% | +21.0% |
| 6M | +7.0% | -3.5% | +10.5% | +7.0% |
| YTD | -13.7% | -2.6% | -11.1% | -13.7% |
| 1Y | -19.6% | -2.4% | -17.2% | -19.5% |
| 3Y | +52.4% | +8.9% | +43.5% | +53.5% |
| 5Y | +54.4% | -9.2% | +63.7% | +34.1% |
| All | +171.3% | +4.0% | +167.4% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling