-2.0%
IEF vs SIMO
+94.5%
-96.5%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.5% |
| 7D | +0.9% | -16.9% | +17.8% | +0.8% |
| 30D | +3.1% | -35.4% | +38.5% | +2.9% |
| 3M | -1.4% | -31.9% | +30.5% | -1.5% |
| 6M | -1.6% | -19.3% | +17.8% | -1.5% |
| YTD | -2.1% | +98.5% | -100.6% | -1.3% |
| 1Y | -2.0% | +100.5% | -102.5% | -1.0% |
| All | -2.0% | +94.5% | -96.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling