+1,188.5%
SPY vs IEF
+125.4%
+1,063.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.5% |
| 7D | +2.6% | -2.0% | +4.6% | +1.0% |
| 30D | -2.0% | +0.7% | -2.7% | -1.4% |
| 3M | -2.8% | -2.5% | -0.3% | -4.7% |
| 6M | +2.1% | -2.6% | +4.7% | -0.1% |
| YTD | +11.5% | -3.2% | +14.7% | +8.4% |
| 1Y | +13.5% | -3.0% | +16.5% | +10.5% |
| 3Y | +77.7% | +10.5% | +67.2% | +93.9% |
| 5Y | +72.6% | -8.2% | +80.8% | +53.0% |
| 10Y | +308.2% | +6.7% | +301.5% | +336.7% |
| All | +1,188.5% | +125.4% | +1,063.1% | +3,543.5% |
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