+10.2%
IEF vs TMF
-41.6%
+51.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.1% |
| 30D | -0.8% | -2.8% | +2.1% | -0.4% |
| 3M | -1.0% | -10.9% | +9.9% | +0.6% |
| 6M | -2.8% | -21.3% | +18.6% | +0.4% |
| YTD | -1.5% | -15.9% | +14.4% | +0.7% |
| 1Y | -0.4% | -15.7% | +15.3% | +1.6% |
| All | +10.2% | -41.6% | +51.9% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling