+254.8%
SPOT vs IEF
+10.0%
+244.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +8.3% | -0.7% | +9.0% | +8.4% |
| 3M | +5.1% | -0.4% | +5.5% | +5.1% |
| 6M | -6.5% | -2.5% | -4.0% | -6.2% |
| YTD | -9.0% | -1.6% | -7.4% | -8.8% |
| 1Y | -26.4% | -1.3% | -25.1% | -26.3% |
| 3Y | +240.0% | +10.1% | +229.9% | +234.7% |
| 5Y | +111.7% | -8.3% | +120.0% | +87.1% |
| All | +254.8% | +10.0% | +244.8% | +326.5% |
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