-17.4%
SPGI vs IEF
-1.6%
-15.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.3% |
| 7D | -3.1% | -0.3% | -2.8% | -2.8% |
| 30D | +2.0% | -0.6% | +2.6% | +2.5% |
| 3M | +4.3% | -1.0% | +5.3% | +5.2% |
| 6M | -0.2% | -3.1% | +2.8% | +1.6% |
| YTD | -14.8% | -1.9% | -12.9% | -13.8% |
| All | -17.4% | -1.6% | -15.8% | -16.1% |
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 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 · 6 months rolling