-63.2%
SPCH vs IEF
-1.9%
-61.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.7% |
| 7D | -13.4% | +0.9% | -14.3% | -14.3% |
| 30D | -39.6% | +3.1% | -42.7% | -45.6% |
| 3M | -1.4% | -1.4% | -0.1% | +19.3% |
| All | -63.2% | -1.9% | -61.3% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling