-9.5%
IEF vs TNA
-23.3%
+13.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.3% | -7.3% | +5.9% | -1.2% |
| 30D | -1.7% | -14.2% | +12.4% | -1.6% |
| 3M | -2.5% | -4.6% | +2.0% | -2.5% |
| 6M | -3.3% | +36.9% | -40.2% | -3.7% |
| YTD | -2.8% | +42.5% | -45.4% | -3.3% |
| 1Y | -2.7% | +45.8% | -48.5% | -3.3% |
| 3Y | +8.9% | +104.7% | -95.7% | +7.1% |
| All | -9.5% | -23.3% | +13.8% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling