+129.8%
IEF vs THC
+47.6%
+82.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -0.8% | +1.3% | -2.0% | -0.8% |
| 3M | -1.0% | +64.2% | -65.2% | -0.1% |
| 6M | -2.8% | +8.3% | -11.0% | -2.6% |
| YTD | -1.5% | +33.4% | -34.9% | -0.9% |
| 1Y | -0.4% | +37.7% | -38.1% | +0.3% |
| 3Y | +9.7% | +236.8% | -227.1% | +12.5% |
| 5Y | -8.3% | +249.3% | -257.6% | -5.5% |
| 10Y | +4.6% | +995.2% | -990.6% | +13.2% |
| All | +129.8% | +47.6% | +82.3% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling