+19.0%
SPGI vs IEF
+9.9%
+9.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | +5.4% | -0.7% | +6.1% | +5.9% |
| 3M | +9.0% | -0.4% | +9.5% | +9.4% |
| 6M | +0.8% | -2.5% | +3.3% | +2.4% |
| YTD | -12.6% | -1.6% | -11.0% | -11.7% |
| 1Y | -16.1% | -1.3% | -14.8% | -15.4% |
| 3Y | +19.0% | +10.1% | +8.9% | +12.4% |
| All | +19.0% | +9.9% | +9.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling