+20.4%
IEF vs SFM
+48.8%
-28.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -2.5% | -37.0% | +34.5% | -2.6% |
| 6M | -2.6% | -41.0% | +38.5% | -2.7% |
| YTD | -3.2% | -34.6% | +31.4% | -3.3% |
| 1Y | -3.0% | -36.3% | +33.2% | -3.2% |
| 3Y | +10.5% | +24.5% | -14.0% | +11.0% |
| 5Y | -8.2% | +115.9% | -124.0% | -7.2% |
| 10Y | +6.7% | +139.5% | -132.8% | +8.6% |
| All | +20.4% | +48.8% | -28.3% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling