+127.2%
IEF vs TDY
+3,663.4%
-3,536.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.2% | -1.9% | +0.7% | -1.3% |
| 30D | -1.5% | -12.5% | +11.0% | -2.0% |
| 3M | -1.7% | -0.8% | -0.9% | -1.7% |
| 6M | -3.5% | -9.0% | +5.5% | -3.8% |
| YTD | -2.6% | +16.8% | -19.4% | -1.9% |
| 1Y | -2.4% | +9.5% | -11.8% | -1.9% |
| 3Y | +8.9% | +45.4% | -36.5% | +11.0% |
| 5Y | -9.2% | +37.8% | -47.1% | -7.6% |
| 10Y | +3.9% | +470.2% | -466.4% | +15.1% |
| All | +127.2% | +3,663.4% | -3,536.2% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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