+7.8%
IEF vs SN
+476.8%
-469.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.3% |
| 7D | -0.3% | -3.4% | +3.1% | -0.3% |
| 30D | -0.6% | -9.1% | +8.5% | -0.5% |
| 3M | -1.0% | +31.8% | -32.8% | -1.1% |
| 6M | -3.1% | +52.0% | -55.1% | -3.2% |
| YTD | -1.9% | +51.3% | -53.2% | -2.0% |
| 1Y | -1.4% | +46.9% | -48.2% | -1.5% |
| 3Y | +9.8% | +394.9% | -385.1% | +10.0% |
| All | +7.8% | +476.8% | -469.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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