-95.5%
SNDQ vs IEF
-3.0%
-92.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +4.1% |
| 7D | -20.4% | -1.2% | -19.2% | -24.7% |
| 30D | -54.5% | -1.5% | -53.0% | -57.4% |
| 3M | -79.1% | -1.7% | -77.4% | -79.3% |
| All | -95.5% | -3.0% | -92.6% | -95.9% |
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 · Available span rolling