-8.3%
IEF vs TMF
-87.6%
+79.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | -0.7% | -1.8% | +1.1% | -0.5% |
| 3M | -0.4% | -8.2% | +7.8% | +0.7% |
| 6M | -2.5% | -19.5% | +17.0% | +0.5% |
| YTD | -1.6% | -16.0% | +14.4% | +0.7% |
| 1Y | -1.3% | -22.5% | +21.2% | +2.1% |
| 3Y | +10.1% | -42.3% | +52.4% | +16.1% |
| 5Y | -8.3% | -87.7% | +79.4% | +16.0% |
| All | -8.3% | -87.6% | +79.3% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling