+823.3%
SPYM vs IEF
+94.0%
+729.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -0.9% | -0.7% | -0.2% | -1.4% |
| 3M | +3.9% | -0.4% | +4.3% | +3.5% |
| 6M | +14.5% | -2.5% | +17.0% | +12.3% |
| YTD | +13.0% | -1.6% | +14.6% | +11.6% |
| 1Y | +19.4% | -1.3% | +20.7% | +18.2% |
| 3Y | +78.9% | +10.1% | +68.8% | +92.3% |
| 5Y | +82.3% | -8.3% | +90.6% | +61.0% |
| 10Y | +314.7% | +4.5% | +310.3% | +327.7% |
| All | +823.3% | +94.0% | +729.3% | +1,573.7% |
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