+3.6%
IEF vs SM
+23.0%
-19.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.3% | +4.6% | -5.9% | -1.3% |
| 30D | -1.7% | +18.2% | -20.0% | -1.5% |
| 3M | -2.5% | +22.5% | -25.1% | -2.2% |
| 6M | -3.3% | +50.6% | -53.8% | -2.6% |
| YTD | -2.8% | +108.1% | -110.9% | -1.7% |
| 1Y | -2.7% | +46.0% | -48.7% | -2.0% |
| 3Y | +8.9% | +2.9% | +6.0% | +9.5% |
| 5Y | -9.4% | +112.6% | -122.0% | -7.6% |
| All | +3.6% | +23.0% | -19.4% | +7.8% |
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