+252.8%
SPOT vs IEF
+8.6%
+244.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.1% | -1.3% | -1.7% | -2.9% |
| 30D | +7.4% | -1.7% | +9.1% | +7.6% |
| 3M | +8.2% | -2.5% | +10.7% | +8.5% |
| 6M | +2.2% | -3.3% | +5.5% | +2.6% |
| YTD | -9.5% | -2.8% | -6.6% | -9.1% |
| 1Y | -23.8% | -2.7% | -21.1% | -23.6% |
| 3Y | +233.5% | +8.9% | +224.6% | +228.7% |
| 5Y | +112.2% | -9.4% | +121.6% | +87.9% |
| All | +252.8% | +8.6% | +244.2% | +324.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling