+562.3%
SE vs IEF
+6.5%
+555.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -1.0% |
| 7D | -4.8% | -1.2% | -3.6% | -4.9% |
| 30D | -18.1% | -1.5% | -16.6% | -18.3% |
| 3M | +30.6% | -1.7% | +32.3% | +30.3% |
| 6M | +20.8% | -3.5% | +24.3% | +20.0% |
| YTD | -15.6% | -2.6% | -12.9% | -15.9% |
| 1Y | -44.2% | -2.4% | -41.8% | -44.4% |
| 3Y | +181.5% | +8.9% | +172.6% | +186.8% |
| 5Y | -66.9% | -9.2% | -57.7% | -71.8% |
| All | +562.3% | +6.5% | +555.8% | +578.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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