+125.9%
IEF vs TAP
+146.8%
-21.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.1% |
| 7D | -2.0% | +1.3% | -3.2% | -1.9% |
| 30D | +0.7% | +5.7% | -5.0% | +0.9% |
| 3M | -2.5% | -1.9% | -0.6% | -2.5% |
| 6M | -2.6% | +0.9% | -3.5% | -2.5% |
| YTD | -3.2% | -9.5% | +6.3% | -3.4% |
| 1Y | -3.0% | -9.0% | +5.9% | -3.2% |
| 3Y | +10.5% | -22.2% | +32.8% | +10.0% |
| 5Y | -8.2% | +1.2% | -9.4% | -7.3% |
| 10Y | +6.7% | -46.1% | +52.8% | +5.8% |
| All | +125.9% | +146.8% | -21.0% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling