+127.2%
IEF vs TKO
+4,348.4%
-4,221.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -1.5% | -2.6% | +1.1% | -1.5% |
| 3M | -1.7% | -7.8% | +6.1% | -1.8% |
| 6M | -3.5% | -7.0% | +3.5% | -3.6% |
| YTD | -2.6% | -8.5% | +5.9% | -2.8% |
| 1Y | -2.4% | -1.3% | -1.1% | -2.3% |
| 3Y | +8.9% | +105.0% | -96.0% | +11.6% |
| 5Y | -9.2% | +292.9% | -302.2% | -4.8% |
| 10Y | +3.9% | +979.3% | -975.5% | +14.6% |
| All | +127.2% | +4,348.4% | -4,221.3% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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