+66.5%
IEF vs SW
+755.0%
-688.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.3% | -5.1% | +4.8% | -0.3% |
| 30D | -0.8% | -4.6% | +3.8% | -0.8% |
| 3M | -1.0% | +9.4% | -10.4% | -1.0% |
| 6M | -2.8% | +3.5% | -6.3% | -2.8% |
| YTD | -1.5% | +22.0% | -23.5% | -1.5% |
| 1Y | -0.4% | +2.2% | -2.6% | -0.4% |
| 3Y | +9.7% | +19.6% | -9.9% | +9.7% |
| 5Y | -8.3% | -2.3% | -6.0% | -8.3% |
| 10Y | +4.6% | +181.4% | -176.8% | +5.0% |
| All | +66.5% | +755.0% | -688.5% | +67.5% |
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 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