+363.5%
SE vs IEF
+5.9%
+357.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | -2.0% | +1.5% | -0.7% |
| 30D | -20.9% | +0.7% | -21.6% | -20.9% |
| 3M | -38.9% | -2.5% | -36.4% | -39.1% |
| 6M | -19.4% | -2.6% | -16.9% | -19.7% |
| YTD | -40.9% | -3.2% | -37.7% | -41.2% |
| 1Y | -46.2% | -3.0% | -43.1% | -46.4% |
| 3Y | +63.7% | +10.5% | +53.2% | +66.6% |
| 5Y | -77.9% | -8.2% | -69.8% | -80.8% |
| All | +363.5% | +5.9% | +357.5% | +374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling