+230.9%
SPOT vs IEF
+9.2%
+221.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -6.9% | -1.2% | -5.7% | -6.7% |
| 30D | +4.1% | -1.5% | +5.6% | +4.4% |
| 3M | +3.7% | -1.7% | +5.4% | +4.0% |
| 6M | -1.6% | -3.5% | +1.9% | -1.2% |
| YTD | -10.2% | -2.6% | -7.5% | -9.7% |
| 1Y | -25.9% | -2.4% | -23.5% | -25.6% |
| All | +230.9% | +9.2% | +221.8% | +212.1% |
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 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