+10.1%
IEF vs TAP
-31.5%
+41.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | -0.7% | -9.4% | +8.7% | -0.4% |
| 3M | -0.4% | -0.8% | +0.4% | -0.5% |
| 6M | -2.5% | -14.7% | +12.3% | -2.0% |
| YTD | -1.6% | -13.9% | +12.3% | -1.2% |
| 1Y | -1.3% | -18.6% | +17.3% | -0.6% |
| 3Y | +10.1% | -32.0% | +42.1% | +11.2% |
| All | +10.1% | -31.5% | +41.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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