-6.9%
IEF vs TPG
+74.1%
-81.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -1.3% | -9.4% | +8.1% | -1.2% |
| 30D | -1.7% | -5.3% | +3.5% | -1.7% |
| 3M | -2.5% | +12.9% | -15.4% | -2.7% |
| 6M | -3.3% | +20.1% | -23.3% | -3.5% |
| YTD | -2.8% | -22.5% | +19.7% | -2.6% |
| 1Y | -2.7% | -19.7% | +17.0% | -2.6% |
| 3Y | +8.9% | +81.2% | -72.3% | +6.2% |
| All | -6.9% | +74.1% | -81.1% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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