+3.6%
IEF vs TNA
+86.1%
-82.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.3% | -7.3% | +5.9% | -1.4% |
| 30D | -1.7% | -14.2% | +12.4% | -1.9% |
| 3M | -2.5% | -4.6% | +2.0% | -2.5% |
| 6M | -3.3% | +36.9% | -40.2% | -2.9% |
| YTD | -2.8% | +42.5% | -45.4% | -2.4% |
| 1Y | -2.7% | +45.8% | -48.5% | -2.2% |
| 3Y | +8.9% | +104.7% | -95.7% | +10.4% |
| 5Y | -9.4% | -21.7% | +12.3% | -9.3% |
| All | +3.6% | +86.1% | -82.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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