+4.7%
IEF vs THC
+1,002.8%
-998.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -0.3% |
| 7D | -0.3% | +4.1% | -4.4% | -0.3% |
| 30D | -0.6% | +3.5% | -4.1% | -0.6% |
| 3M | -1.0% | +61.7% | -62.7% | -0.9% |
| 6M | -3.1% | +11.8% | -14.9% | -3.0% |
| YTD | -1.9% | +35.4% | -37.3% | -1.8% |
| 1Y | -1.4% | +37.0% | -38.4% | -1.2% |
| 3Y | +9.8% | +260.1% | -250.3% | +10.4% |
| 5Y | -8.8% | +262.6% | -271.4% | -8.3% |
| 10Y | +4.7% | +1,039.2% | -1,034.5% | +8.0% |
| All | +4.7% | +1,002.8% | -998.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling