+139.2%
SLB vs IEF
-8.2%
+147.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.8% |
| 7D | +0.4% | +0.1% | +0.4% | +0.5% |
| 30D | +13.6% | -0.7% | +14.3% | +13.1% |
| 3M | +1.5% | -0.4% | +1.9% | +1.3% |
| 6M | +23.0% | -2.5% | +25.5% | +21.1% |
| YTD | +51.2% | -1.6% | +52.8% | +49.8% |
| 1Y | +63.5% | -1.3% | +64.8% | +62.3% |
| 3Y | +2.5% | +10.1% | -7.6% | +9.5% |
| 5Y | +139.2% | -8.3% | +147.5% | +84.1% |
| All | +139.2% | -8.2% | +147.4% | +84.1% |
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