+129.6%
IEF vs TECK
+2,561.5%
-2,431.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | 0.0% |
| 7D | +0.1% | +7.8% | -7.7% | +0.2% |
| 30D | -0.7% | +8.3% | -9.0% | -0.6% |
| 3M | -0.4% | +16.1% | -16.5% | -0.1% |
| 6M | -2.5% | +42.9% | -45.3% | -1.7% |
| YTD | -1.6% | +50.8% | -52.3% | -0.6% |
| 1Y | -1.3% | +106.1% | -107.4% | +0.4% |
| 3Y | +10.1% | +84.0% | -73.9% | +12.2% |
| 5Y | -8.3% | +223.5% | -231.8% | -4.8% |
| 10Y | +4.5% | +378.1% | -373.6% | +11.4% |
| All | +129.6% | +2,561.5% | -2,431.9% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling