+129.8%
IEF vs SM
+298.8%
-168.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.8% | +26.3% | -27.1% | -0.3% |
| 3M | -1.0% | +8.7% | -9.6% | -0.7% |
| 6M | -2.8% | +51.7% | -54.4% | -1.8% |
| YTD | -1.5% | +99.0% | -100.5% | +0.1% |
| 1Y | -0.4% | +34.6% | -35.0% | +0.4% |
| 3Y | +9.7% | -7.8% | +17.4% | +10.3% |
| 5Y | -8.3% | +104.8% | -113.1% | -5.6% |
| 10Y | +4.6% | +7.2% | -2.6% | +10.9% |
| All | +129.8% | +298.8% | -168.9% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling