+814.0%
SO vs IEF
+129.4%
+684.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -4.6% | -0.8% | -3.8% | -4.6% |
| 3M | -3.0% | -1.0% | -2.1% | -3.1% |
| 6M | -8.3% | -2.8% | -5.5% | -8.3% |
| YTD | +3.5% | -1.5% | +5.0% | +3.5% |
| 1Y | -0.9% | -0.4% | -0.5% | -0.9% |
| 3Y | +45.4% | +9.7% | +35.7% | +46.3% |
| 5Y | +59.6% | -8.3% | +67.9% | +53.6% |
| 10Y | +156.6% | +4.6% | +152.0% | +149.9% |
| All | +814.0% | +129.4% | +684.7% | +1,066.2% |
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