-3.0%
IEF vs SIMO
+90.9%
-93.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | -0.2% |
| 7D | -2.0% | +4.1% | -6.1% | -1.9% |
| 30D | +0.7% | -24.0% | +24.7% | +0.6% |
| 3M | -2.5% | -31.8% | +29.3% | -2.6% |
| 6M | -2.6% | -36.9% | +34.3% | -2.7% |
| YTD | -3.2% | +84.8% | -88.0% | -2.8% |
| 1Y | -3.0% | +99.0% | -102.0% | -2.6% |
| All | -3.0% | +90.9% | -93.9% | -2.6% |
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