-0.4%
IEF vs SM
+36.8%
-37.2%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +25.6% | -26.3% | 0.0% |
| 3M | -1.0% | +8.0% | -9.0% | -0.5% |
| 6M | -2.8% | +50.8% | -53.5% | -1.5% |
| YTD | -1.5% | +97.9% | -99.4% | +0.2% |
| 1Y | -0.4% | +33.8% | -34.2% | +0.7% |
| All | -0.4% | +36.8% | -37.2% | +0.7% |
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