-2.0%
IEF vs SM
+70.4%
-72.4%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.3% | +15.8% | 0.0% |
| 7D | +0.9% | -21.5% | +22.4% | +0.1% |
| 30D | +3.1% | -11.4% | +14.5% | +2.8% |
| 3M | -1.4% | +0.6% | -2.0% | -1.1% |
| 6M | -1.6% | +0.2% | -1.8% | -1.1% |
| YTD | -2.1% | +69.7% | -71.8% | -1.0% |
| 1Y | -2.0% | +71.6% | -73.6% | -0.9% |
| All | -2.0% | +70.4% | -72.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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