+5.6%
IEF vs SW
+182.7%
-177.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +0.1% | +2.3% | -2.2% | +0.1% |
| 30D | +3.1% | +6.8% | -3.7% | +3.1% |
| 3M | -0.5% | -5.2% | +4.7% | -0.5% |
| 6M | -1.6% | +7.4% | -9.1% | -1.6% |
| YTD | -1.6% | +17.4% | -19.0% | -1.6% |
| 1Y | -1.5% | +27.1% | -28.6% | -1.4% |
| 3Y | +12.4% | +47.9% | -35.4% | +12.5% |
| 5Y | -7.5% | -2.6% | -4.9% | -7.5% |
| All | +5.6% | +182.7% | -177.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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