+7.3%
IEF vs TMF
-82.1%
+89.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -2.0% | -9.3% | +7.3% | -0.7% |
| 30D | +0.7% | +1.9% | -1.2% | +0.4% |
| 3M | -2.5% | -11.2% | +8.7% | -1.0% |
| 6M | -2.6% | -17.7% | +15.2% | -0.2% |
| YTD | -3.2% | -24.5% | +21.3% | +0.2% |
| 1Y | -3.0% | -29.4% | +26.4% | +1.3% |
| 3Y | +10.5% | -33.4% | +44.0% | +14.2% |
| 5Y | -8.2% | -88.7% | +80.5% | +14.9% |
| All | +7.3% | -82.1% | +89.4% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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