+66.0%
IEF vs SW
+730.4%
-664.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +0.8% | +4.7% | -3.9% | +0.8% |
| 30D | +3.2% | +5.0% | -1.8% | +3.2% |
| 3M | -1.1% | -7.3% | +6.3% | -1.1% |
| 6M | -1.4% | +15.0% | -16.4% | -1.4% |
| YTD | -1.8% | +18.5% | -20.3% | -1.8% |
| 1Y | -1.2% | +27.1% | -28.3% | -1.2% |
| 3Y | +11.5% | +49.3% | -37.8% | +11.6% |
| 5Y | -7.7% | -1.6% | -6.1% | -7.7% |
| 10Y | +4.9% | +185.4% | -180.4% | +5.3% |
| All | +66.0% | +730.4% | -664.3% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling