+57.9%
SO vs IEF
-8.6%
+66.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -2.5% | -0.6% | -1.9% | -2.1% |
| 3M | -4.2% | -1.0% | -3.2% | -3.6% |
| 6M | -7.7% | -3.1% | -4.6% | -5.8% |
| YTD | +3.8% | -1.9% | +5.7% | +5.1% |
| 1Y | +0.1% | -1.4% | +1.4% | +1.0% |
| 3Y | +44.2% | +9.8% | +34.4% | +36.7% |
| 5Y | +57.9% | -8.8% | +66.7% | +55.1% |
| All | +57.9% | -8.6% | +66.5% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling