+873.5%
SO vs IEF
+127.6%
+745.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +7.8% | +2.0% | +5.8% | +7.9% |
| 3M | +2.9% | -1.1% | +4.0% | +2.9% |
| 6M | +2.5% | -1.9% | +4.4% | +2.4% |
| YTD | +10.3% | -2.2% | +12.5% | +10.2% |
| 1Y | +6.4% | -2.3% | +8.7% | +6.3% |
| 3Y | +52.8% | +11.6% | +41.2% | +54.3% |
| 5Y | +78.7% | -7.1% | +85.7% | +72.9% |
| 10Y | +196.3% | +7.8% | +188.5% | +190.5% |
| All | +873.5% | +127.6% | +745.8% | +1,141.7% |
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