+10.5%
IEF vs SFM
+27.3%
-16.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -2.0% | +6.0% | -8.0% | -2.0% |
| 30D | +0.7% | -19.5% | +20.2% | +0.8% |
| 3M | -2.5% | -37.0% | +34.5% | -2.3% |
| 6M | -2.6% | -41.0% | +38.5% | -2.4% |
| YTD | -3.2% | -34.6% | +31.4% | -3.1% |
| 1Y | -3.0% | -36.3% | +33.2% | -2.9% |
| 3Y | +10.5% | +24.5% | -14.0% | +12.2% |
| All | +10.5% | +27.3% | -16.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling