-37.6%
SMCI vs IEF
-1.9%
-35.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.3% | -7.7% |
| 7D | -17.3% | +0.9% | -18.2% | -20.3% |
| 30D | -31.5% | +3.1% | -34.5% | -40.7% |
| 3M | -6.6% | -1.4% | -5.2% | +1.8% |
| 6M | +6.0% | -1.6% | +7.6% | +17.8% |
| YTD | +1.1% | -2.1% | +3.3% | +19.2% |
| 1Y | -37.6% | -2.0% | -35.6% | -27.4% |
| All | -37.6% | -1.9% | -35.6% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling