+9.1%
IEF vs TCOM
+7.1%
+2.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -1.2% | -6.5% | +5.3% | -1.2% |
| 30D | -1.5% | -16.2% | +14.8% | -1.5% |
| 3M | -1.7% | -19.3% | +17.7% | -1.8% |
| 6M | -3.5% | -27.2% | +23.7% | -3.6% |
| YTD | -2.6% | -46.2% | +43.5% | -3.0% |
| 1Y | -2.4% | -46.6% | +44.2% | -2.7% |
| All | +9.1% | +7.1% | +2.0% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling