-8.5%
IEF vs SMTC
+118.6%
-127.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -0.3% | +22.5% | -22.8% | -0.5% |
| 30D | -0.6% | +24.9% | -25.5% | -0.8% |
| 3M | -1.0% | +4.1% | -5.1% | -1.1% |
| 6M | -3.1% | +92.6% | -95.6% | -3.7% |
| YTD | -1.9% | +122.5% | -124.3% | -2.7% |
| 1Y | -1.4% | +166.2% | -167.6% | -2.4% |
| 3Y | +9.8% | +577.2% | -567.4% | +6.5% |
| All | -8.5% | +118.6% | -127.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 5y: compounded portfolio wealth divided by compounded SMTC 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…
5y analysis · Full analysis span regression · 6 months rolling