+1,770.3%
SMCI vs IEF
+3.8%
+1,766.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | +6.6% | -1.7% | +8.4% | +6.9% |
| 3M | +25.4% | -2.5% | +28.0% | +25.9% |
| 6M | +26.1% | -3.3% | +29.4% | +26.5% |
| YTD | +37.0% | -2.8% | +39.8% | +37.5% |
| 1Y | -8.8% | -2.7% | -6.0% | -8.4% |
| 3Y | +44.6% | +8.9% | +35.7% | +46.3% |
| 5Y | +995.9% | -9.4% | +1,005.3% | +813.7% |
| All | +1,770.3% | +3.8% | +1,766.6% | +1,637.4% |
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