+1,193.2%
SPY vs IEF
+125.8%
+1,067.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -1.0% |
| 7D | +3.3% | -1.9% | +5.2% | +1.7% |
| 30D | -2.7% | +1.1% | -3.8% | -1.8% |
| 3M | -1.7% | -1.9% | +0.2% | -3.3% |
| 6M | +3.1% | -2.4% | +5.5% | +1.0% |
| YTD | +11.9% | -3.0% | +14.9% | +9.0% |
| 1Y | +12.0% | -3.1% | +15.1% | +9.0% |
| 3Y | +78.2% | +10.7% | +67.5% | +94.7% |
| 5Y | +73.2% | -8.0% | +81.2% | +53.8% |
| 10Y | +309.6% | +6.9% | +302.7% | +338.9% |
| All | +1,193.2% | +125.8% | +1,067.4% | +3,562.3% |
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