+11.1%
SMR vs IEF
-5.3%
+16.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.1% | +15.4% | +15.3% |
| 7D | +21.4% | +0.1% | +21.3% | +21.4% |
| 30D | +13.8% | -0.7% | +14.6% | +14.2% |
| 3M | +3.9% | -0.4% | +4.3% | +4.2% |
| 6M | -4.2% | -2.5% | -1.7% | -3.5% |
| YTD | -21.1% | -1.6% | -19.5% | -20.6% |
| 1Y | -67.1% | -1.3% | -65.8% | -66.9% |
| 3Y | +88.9% | +10.1% | +78.8% | +84.3% |
| All | +11.1% | -5.3% | +16.4% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling