+129.6%
IEF vs TD
+2,932.8%
-2,803.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | -0.7% | -0.7% | -0.1% | -0.8% |
| 3M | -0.4% | +6.3% | -6.7% | 0.0% |
| 6M | -2.5% | +27.9% | -30.4% | -0.7% |
| YTD | -1.6% | +29.8% | -31.4% | +0.3% |
| 1Y | -1.3% | +63.7% | -65.0% | +2.4% |
| 3Y | +10.1% | +128.3% | -118.2% | +17.4% |
| 5Y | -8.3% | +125.5% | -133.8% | -1.9% |
| 10Y | +4.5% | +296.7% | -292.2% | +18.7% |
| All | +129.6% | +2,932.8% | -2,803.2% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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