+128.1%
IEF vs SM
+241.0%
-112.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.6% | 0.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +2.0% | -17.3% | +19.4% | +1.7% |
| 3M | -1.1% | -3.6% | +2.5% | -1.0% |
| 6M | -1.9% | +2.9% | -4.8% | -1.7% |
| YTD | -2.2% | +70.2% | -72.4% | -0.9% |
| 1Y | -2.3% | +66.5% | -68.8% | -1.1% |
| 3Y | +11.6% | -8.2% | +19.8% | +12.2% |
| 5Y | -7.1% | -1.5% | -5.6% | -5.7% |
| 10Y | +7.8% | +11.9% | -4.1% | +14.5% |
| All | +128.1% | +241.0% | -112.9% | +176.3% |
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