+7.3%
IEF vs SM
+18.0%
-10.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.0% | +9.4% | -11.4% | -1.9% |
| 30D | +0.7% | -14.4% | +15.1% | +0.5% |
| 3M | -2.5% | +1.6% | -4.0% | -2.4% |
| 6M | -2.6% | +6.3% | -8.9% | -2.4% |
| YTD | -3.2% | +78.8% | -82.0% | -2.3% |
| 1Y | -3.0% | +83.1% | -86.2% | -2.1% |
| 3Y | +10.5% | -5.9% | +16.4% | +11.0% |
| 5Y | -8.2% | +4.8% | -13.0% | -7.2% |
| All | +7.3% | +18.0% | -10.7% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling