+21.7%
SMCI vs IEF
-2.7%
+24.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -0.9% |
| 7D | +5.2% | -0.3% | +5.5% | +8.0% |
| 30D | +23.7% | -0.6% | +24.3% | +29.9% |
| 3M | -4.2% | -1.0% | -3.2% | +1.2% |
| 6M | +21.7% | -3.1% | +24.8% | +79.2% |
| All | +21.7% | -2.7% | +24.4% | +79.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling