+307.8%
SPY vs IEF
+7.3%
+300.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +2.6% | -2.0% | +4.6% | +2.0% |
| 30D | -2.0% | +0.7% | -2.7% | -1.8% |
| 3M | -2.8% | -2.5% | -0.3% | -3.5% |
| 6M | +2.1% | -2.6% | +4.7% | +1.3% |
| YTD | +11.5% | -3.2% | +14.7% | +10.4% |
| 1Y | +13.5% | -3.0% | +16.5% | +12.4% |
| 3Y | +77.7% | +10.5% | +67.2% | +85.0% |
| 5Y | +72.6% | -8.2% | +80.8% | +48.1% |
| All | +307.8% | +7.3% | +300.5% | +319.2% |
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