-78.0%
SE vs IEF
-8.1%
-69.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | -2.0% | +1.5% | +0.2% |
| 30D | -20.9% | +0.7% | -21.6% | -21.1% |
| 3M | -38.9% | -2.5% | -36.4% | -38.4% |
| 6M | -19.4% | -2.6% | -16.9% | -18.7% |
| YTD | -40.9% | -3.2% | -37.7% | -40.3% |
| 1Y | -46.2% | -3.0% | -43.1% | -45.6% |
| 3Y | +63.7% | +10.5% | +53.2% | +55.6% |
| All | -78.0% | -8.1% | -69.9% | -80.1% |
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