+53.0%
IEF vs TNA
+944.8%
-891.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.4% |
| 7D | -0.3% | -3.6% | +3.3% | -0.4% |
| 30D | -0.6% | -10.1% | +9.5% | -0.8% |
| 3M | -1.0% | +2.7% | -3.7% | -0.9% |
| 6M | -3.1% | +38.4% | -41.5% | -2.2% |
| YTD | -1.9% | +45.4% | -47.3% | -0.8% |
| 1Y | -1.4% | +55.9% | -57.3% | 0.0% |
| 3Y | +9.8% | +109.8% | -100.0% | +13.4% |
| 5Y | -8.8% | -22.5% | +13.7% | -7.5% |
| 10Y | +4.7% | +87.5% | -82.9% | +15.1% |
| All | +53.0% | +944.8% | -891.7% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling