-66.3%
SE vs IEF
-8.6%
-57.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -5.3% | -0.6% | -4.7% | -5.1% |
| 3M | +28.1% | -1.0% | +29.1% | +28.6% |
| 6M | +20.7% | -3.1% | +23.7% | +21.8% |
| YTD | -14.8% | -1.9% | -12.9% | -14.2% |
| 1Y | -43.6% | -1.4% | -42.2% | -43.3% |
| 3Y | +184.2% | +9.8% | +174.4% | +173.3% |
| 5Y | -66.3% | -8.8% | -57.5% | -68.6% |
| All | -66.3% | -8.6% | -57.7% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling