+129.8%
IEF vs SMTC
+637.6%
-507.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.3% | +0.2% |
| 7D | -0.3% | +12.7% | -13.0% | 0.0% |
| 30D | -0.8% | +22.0% | -22.8% | -0.2% |
| 3M | -1.0% | -12.7% | +11.7% | -1.0% |
| 6M | -2.8% | +64.8% | -67.5% | -1.1% |
| YTD | -1.5% | +100.7% | -102.2% | +0.8% |
| 1Y | -0.4% | +146.9% | -147.3% | +2.6% |
| 3Y | +9.7% | +456.8% | -447.2% | +17.8% |
| 5Y | -8.3% | +89.2% | -97.6% | -5.0% |
| 10Y | +4.6% | +426.9% | -422.3% | +16.2% |
| All | +129.8% | +637.6% | -507.8% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling