+589.4%
SE vs IEF
+7.8%
+581.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -0.3% | -5.8% | -6.1% |
| 30D | -2.5% | -0.8% | -1.7% | -2.6% |
| 3M | +21.7% | -1.0% | +22.7% | +21.5% |
| 6M | +27.0% | -2.8% | +29.8% | +26.3% |
| YTD | -12.1% | -1.5% | -10.6% | -12.4% |
| 1Y | -40.9% | -0.4% | -40.5% | -40.9% |
| 3Y | +191.0% | +9.7% | +181.3% | +196.8% |
| 5Y | -68.3% | -8.3% | -60.0% | -73.0% |
| All | +589.4% | +7.8% | +581.6% | +607.4% |
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