+115.3%
SPOT vs IEF
-9.5%
+124.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.1% | -1.3% | -1.7% | -2.4% |
| 30D | +7.4% | -1.7% | +9.1% | +8.4% |
| 3M | +8.2% | -2.5% | +10.7% | +9.6% |
| 6M | +2.2% | -3.3% | +5.5% | +4.0% |
| YTD | -9.5% | -2.8% | -6.6% | -8.1% |
| 1Y | -23.8% | -2.7% | -21.1% | -22.8% |
| 3Y | +233.5% | +8.9% | +224.6% | +213.2% |
| All | +115.3% | -9.5% | +124.8% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling