-3.1%
IEF vs SW
+23.8%
-26.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -1.9% | -3.0% | +1.1% | -1.8% |
| 30D | +1.1% | +4.2% | -3.1% | +0.9% |
| 3M | -1.9% | -11.5% | +9.6% | -1.5% |
| 6M | -2.4% | +8.6% | -11.0% | -2.8% |
| YTD | -3.0% | +15.0% | -18.0% | -3.8% |
| 1Y | -3.1% | +25.7% | -28.8% | -4.4% |
| All | -3.1% | +23.8% | -26.9% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling