+72.5%
SMR vs IEF
+9.2%
+63.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.0% |
| 7D | +4.7% | -1.2% | +5.9% | +5.5% |
| 30D | +3.2% | -1.5% | +4.7% | +4.3% |
| 3M | +9.9% | -1.7% | +11.6% | +11.3% |
| 6M | -15.1% | -3.5% | -11.6% | -14.0% |
| YTD | -27.9% | -2.6% | -25.3% | -26.8% |
| 1Y | -70.2% | -2.4% | -67.9% | -69.8% |
| All | +72.5% | +9.2% | +63.3% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling