+22.6%
IEF vs SFM
+132.6%
-110.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -0.8% | -4.4% | +3.6% | -0.8% |
| 3M | -1.0% | +1.5% | -2.5% | -1.0% |
| 6M | -2.8% | +6.5% | -9.2% | -2.7% |
| YTD | -1.5% | +2.2% | -3.7% | -1.5% |
| 1Y | -0.4% | -41.9% | +41.5% | -0.6% |
| 3Y | +9.7% | +106.8% | -97.1% | +10.3% |
| 5Y | -8.3% | +231.6% | -239.9% | -7.2% |
| 10Y | +4.6% | +258.4% | -253.8% | +6.6% |
| All | +22.6% | +132.6% | -110.0% | +23.0% |
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