+86.1%
IEF vs SIMO
+2,368.1%
-2,282.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.7% | +0.1% |
| 7D | -0.8% | +0.9% | -1.7% | -0.7% |
| 30D | +2.0% | -25.4% | +27.4% | +1.6% |
| 3M | -1.1% | -17.8% | +16.7% | -1.2% |
| 6M | -1.9% | -29.6% | +27.6% | -2.1% |
| YTD | -2.2% | +100.3% | -102.5% | -0.2% |
| 1Y | -2.3% | +100.4% | -102.7% | -0.3% |
| 3Y | +11.6% | +246.1% | -234.5% | +15.5% |
| 5Y | -7.1% | +189.8% | -196.9% | -3.7% |
| 10Y | +7.8% | +434.6% | -426.8% | +14.3% |
| All | +86.1% | +2,368.1% | -2,282.0% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling