+3.6%
IEF vs TCOM
-9.8%
+13.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.3% | -4.9% | +3.6% | -1.4% |
| 30D | -1.7% | -14.4% | +12.6% | -1.9% |
| 3M | -2.5% | -17.7% | +15.1% | -2.7% |
| 6M | -3.3% | -25.1% | +21.8% | -3.6% |
| YTD | -2.8% | -45.7% | +42.9% | -3.5% |
| 1Y | -2.7% | -47.9% | +45.1% | -3.5% |
| 3Y | +8.9% | +8.9% | 0.0% | +9.6% |
| 5Y | -9.4% | +26.9% | -36.3% | -8.3% |
| All | +3.6% | -9.8% | +13.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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