+2,322.4%
SPGI vs IEF
+125.8%
+2,196.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -2.0% |
| 7D | -0.8% | -1.9% | +1.1% | -2.2% |
| 30D | +14.3% | +1.1% | +13.2% | +15.1% |
| 3M | +14.5% | -1.9% | +16.4% | +12.7% |
| 6M | +17.3% | -2.4% | +19.7% | +15.0% |
| YTD | -4.6% | -3.0% | -1.6% | -6.9% |
| 1Y | +0.8% | -3.1% | +3.9% | -1.8% |
| 3Y | +28.8% | +10.7% | +18.1% | +39.6% |
| 5Y | +14.0% | -8.0% | +21.9% | -1.6% |
| 10Y | +332.5% | +6.9% | +325.6% | +361.2% |
| All | +2,322.4% | +125.8% | +2,196.6% | +6,613.1% |
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 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