+8.9%
IEF vs TECK
+65.8%
-56.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.3% | -3.8% | +2.5% | -1.3% |
| 30D | -1.7% | +0.7% | -2.5% | -1.7% |
| 3M | -2.5% | +4.6% | -7.1% | -2.6% |
| 6M | -3.3% | +25.1% | -28.4% | -3.4% |
| YTD | -2.8% | +39.2% | -42.0% | -2.9% |
| 1Y | -2.7% | +60.3% | -63.1% | -2.8% |
| 3Y | +8.9% | +62.9% | -54.0% | +8.3% |
| All | +8.9% | +65.8% | -56.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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