+1,601.7%
SAP vs IEF
+127.6%
+1,474.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | -0.8% | -1.7% | -3.0% |
| 30D | +7.5% | +2.0% | +5.4% | +8.9% |
| 3M | +11.6% | -1.1% | +12.7% | +10.7% |
| 6M | +37.6% | -1.9% | +39.5% | +35.5% |
| YTD | -2.0% | -2.2% | +0.3% | -3.8% |
| 1Y | -6.4% | -2.3% | -4.0% | -8.2% |
| 3Y | +67.7% | +11.6% | +56.1% | +82.4% |
| 5Y | +75.7% | -7.1% | +82.8% | +56.0% |
| 10Y | +229.3% | +7.8% | +221.6% | +251.0% |
| All | +1,601.7% | +127.6% | +1,474.1% | +7,446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling