+106.9%
IEF vs TCOM
+2,658.7%
-2,551.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +0.1% | -7.6% | +7.7% | -0.1% |
| 30D | -0.7% | -12.2% | +11.5% | -1.0% |
| 3M | -0.4% | -14.2% | +13.8% | -0.7% |
| 6M | -2.5% | -25.0% | +22.5% | -3.0% |
| YTD | -1.6% | -43.7% | +42.1% | -2.6% |
| 1Y | -1.3% | -44.5% | +43.2% | -2.3% |
| 3Y | +10.1% | +13.4% | -3.3% | +11.0% |
| 5Y | -8.3% | +26.5% | -34.8% | -6.7% |
| 10Y | +4.5% | -10.3% | +14.8% | +6.5% |
| All | +106.9% | +2,658.7% | -2,551.8% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling