-14.4%
SMR vs IEF
-6.5%
-7.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.6% |
| 7D | -11.2% | -1.3% | -9.9% | -10.7% |
| 30D | -10.2% | -1.7% | -8.5% | -9.5% |
| 3M | -10.0% | -2.5% | -7.5% | -9.1% |
| 6M | -30.5% | -3.3% | -27.2% | -29.6% |
| YTD | -39.2% | -2.8% | -36.4% | -38.5% |
| 1Y | -75.5% | -2.7% | -72.8% | -75.2% |
| 3Y | +45.4% | +8.9% | +36.5% | +42.6% |
| All | -14.4% | -6.5% | -7.9% | -14.8% |
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