-14.2%
SLB vs IEF
+7.0%
-21.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.0% |
| 7D | -1.2% | -0.8% | -0.4% | -2.1% |
| 30D | +4.5% | +1.7% | +2.8% | +6.6% |
| 3M | -4.6% | -1.4% | -3.2% | -6.2% |
| 6M | -6.3% | -2.3% | -4.0% | -8.8% |
| YTD | +35.0% | -2.6% | +37.5% | +30.6% |
| 1Y | +38.8% | -2.7% | +41.5% | +34.2% |
| 3Y | +3.3% | +11.2% | -7.9% | +19.9% |
| 5Y | +73.6% | -7.4% | +81.0% | +36.0% |
| 10Y | -14.2% | +7.4% | -21.6% | -15.4% |
| All | -14.2% | +7.0% | -21.2% | -15.4% |
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 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