+7.3%
IEF vs THC
+1,758.3%
-1,751.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.2% | +8.8% | -9.0% | -0.1% |
| 30D | +1.8% | +10.0% | -8.2% | +1.8% |
| 3M | -1.2% | +11.7% | -12.9% | -1.2% |
| 6M | -2.5% | +52.5% | -55.0% | -2.3% |
| YTD | -2.5% | +46.1% | -48.6% | -2.3% |
| 1Y | -2.3% | +49.1% | -51.4% | -2.1% |
| 3Y | +11.3% | +439.6% | -428.4% | +12.5% |
| 5Y | -7.6% | +263.2% | -270.7% | -6.8% |
| 10Y | +7.3% | +1,900.5% | -1,893.2% | +12.2% |
| All | +7.3% | +1,758.3% | -1,751.0% | +12.2% |
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