+37.9%
IEF vs TRGP
+2,265.4%
-2,227.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -0.7% | +14.6% | -15.3% | -0.5% |
| 3M | -0.4% | +11.9% | -12.4% | -0.2% |
| 6M | -2.5% | +25.3% | -27.8% | -2.0% |
| YTD | -1.6% | +61.9% | -63.5% | -0.6% |
| 1Y | -1.3% | +87.3% | -88.6% | 0.0% |
| 3Y | +10.1% | +268.0% | -257.9% | +13.2% |
| 5Y | -8.3% | +638.2% | -646.5% | -4.2% |
| 10Y | +4.5% | +821.9% | -817.5% | +10.7% |
| All | +37.9% | +2,265.4% | -2,227.4% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling