+65.5%
IEF vs SW
+743.1%
-677.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | +0.5% |
| 7D | +0.9% | +12.1% | -11.2% | +0.9% |
| 30D | +3.1% | +6.6% | -3.5% | +3.1% |
| 3M | -1.4% | -6.0% | +4.7% | -1.4% |
| 6M | -1.6% | +21.5% | -23.0% | -1.5% |
| YTD | -2.1% | +20.3% | -22.5% | -2.1% |
| 1Y | -2.0% | +28.1% | -30.1% | -2.0% |
| 3Y | +11.1% | +51.6% | -40.5% | +11.2% |
| 5Y | -7.5% | -0.1% | -7.4% | -7.5% |
| 10Y | +4.6% | +189.7% | -185.2% | +5.0% |
| All | +65.5% | +743.1% | -677.6% | +66.4% |
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 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