+44.1%
IEF vs TMF
-70.3%
+114.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.3% |
| 7D | -0.2% | -1.1% | +0.9% | 0.0% |
| 30D | +1.8% | +11.8% | -10.0% | +0.2% |
| 3M | -1.2% | -4.0% | +2.8% | -0.8% |
| 6M | -2.5% | -16.5% | +14.0% | -0.3% |
| YTD | -2.5% | -19.9% | +17.4% | +0.1% |
| 1Y | -2.3% | -25.6% | +23.3% | +1.3% |
| 3Y | +11.3% | -29.9% | +41.2% | +14.1% |
| 5Y | -7.6% | -88.2% | +80.6% | +15.7% |
| 10Y | +7.3% | -81.7% | +89.0% | +20.3% |
| All | +44.1% | -70.3% | +114.4% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling