+7.5%
IEF vs SW
+179.5%
-172.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -1.9% | -3.0% | +1.1% | -1.9% |
| 30D | +1.1% | +4.2% | -3.1% | +1.1% |
| 3M | -1.9% | -11.5% | +9.6% | -1.9% |
| 6M | -2.4% | +8.6% | -11.0% | -2.4% |
| YTD | -3.0% | +15.0% | -18.0% | -3.0% |
| 1Y | -3.1% | +25.7% | -28.8% | -3.1% |
| 3Y | +10.7% | +44.8% | -34.1% | +10.8% |
| 5Y | -8.0% | -1.7% | -6.3% | -7.9% |
| All | +7.5% | +179.5% | -172.0% | +8.3% |
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