+318.0%
SPYM vs IEF
+3.8%
+314.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.8% | -1.3% | +0.6% | -1.2% |
| 30D | -1.1% | -1.7% | +0.7% | -1.6% |
| 3M | +3.9% | -2.5% | +6.4% | +3.0% |
| 6M | +13.6% | -3.3% | +16.9% | +12.4% |
| YTD | +12.7% | -2.8% | +15.6% | +11.7% |
| 1Y | +17.6% | -2.7% | +20.3% | +16.5% |
| 3Y | +77.2% | +8.9% | +68.3% | +83.2% |
| 5Y | +84.1% | -9.4% | +93.5% | +54.3% |
| All | +318.0% | +3.8% | +314.3% | +317.8% |
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