-9.5%
IEF vs TRGP
+628.1%
-637.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -1.7% | +8.0% | -9.8% | -1.6% |
| 3M | -2.5% | +8.3% | -10.8% | -2.4% |
| 6M | -3.3% | +23.9% | -27.2% | -3.0% |
| YTD | -2.8% | +59.6% | -62.5% | -2.3% |
| 1Y | -2.7% | +79.4% | -82.2% | -2.1% |
| 3Y | +8.9% | +269.4% | -260.5% | +9.7% |
| All | -9.5% | +628.1% | -637.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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