+4.7%
IEF vs SIMO
+548.4%
-543.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -0.3% | +14.5% | -14.8% | -0.2% |
| 30D | -0.6% | +20.4% | -21.0% | -0.4% |
| 3M | -1.0% | +7.1% | -8.1% | -0.8% |
| 6M | -3.1% | +129.2% | -132.3% | -1.9% |
| YTD | -1.9% | +201.9% | -203.8% | -0.3% |
| 1Y | -1.4% | +235.5% | -236.9% | +0.4% |
| 3Y | +9.8% | +463.8% | -454.1% | +12.6% |
| 5Y | -8.8% | +306.7% | -315.5% | -6.6% |
| 10Y | +4.7% | +579.5% | -574.8% | +10.1% |
| All | +4.7% | +548.4% | -543.7% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling