-7.6%
IEF vs SIMO
+169.9%
-177.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.7% | 0.0% |
| 7D | +0.3% | -8.5% | +8.8% | +0.3% |
| 30D | +2.7% | -34.8% | +37.5% | +2.6% |
| 3M | -0.8% | -32.8% | +32.1% | -0.9% |
| 6M | -1.7% | -32.0% | +30.4% | -1.7% |
| YTD | -1.6% | +87.0% | -88.7% | -1.3% |
| 1Y | -1.6% | +86.1% | -87.7% | -1.3% |
| 3Y | +12.4% | +226.4% | -214.0% | +12.8% |
| 5Y | -7.6% | +172.1% | -179.7% | -7.1% |
| All | -7.6% | +169.9% | -177.5% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling