-2.7%
IEF vs TLN
-23.3%
+20.6%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | -1.7% | -14.3% | +12.6% | -1.5% |
| 3M | -2.5% | -9.3% | +6.8% | -2.5% |
| 6M | -3.3% | -1.1% | -2.2% | -3.3% |
| YTD | -2.8% | -16.6% | +13.7% | -2.8% |
| 1Y | -2.7% | -22.0% | +19.3% | -3.6% |
| All | -2.7% | -23.3% | +20.6% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling