-3.7%
IEF vs SITM
+4,789.7%
-4,793.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.2% |
| 7D | -1.3% | +3.9% | -5.2% | -1.3% |
| 30D | -1.7% | -6.6% | +4.8% | -1.7% |
| 3M | -2.5% | -11.9% | +9.3% | -2.5% |
| 6M | -3.3% | +81.1% | -84.4% | -3.2% |
| YTD | -2.8% | +80.0% | -82.8% | -2.8% |
| 1Y | -2.7% | +145.8% | -148.6% | -2.6% |
| 3Y | +8.9% | +475.9% | -467.0% | +9.1% |
| 5Y | -9.4% | +189.2% | -198.6% | -9.5% |
| All | -3.7% | +4,789.7% | -4,793.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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