+3.6%
IEF vs TRMB
+121.9%
-118.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.4% |
| 30D | -1.7% | +2.3% | -4.1% | -1.7% |
| 3M | -2.5% | +15.3% | -17.9% | -2.4% |
| 6M | -3.3% | -14.7% | +11.4% | -3.4% |
| YTD | -2.8% | -26.4% | +23.6% | -3.1% |
| 1Y | -2.7% | -30.4% | +27.7% | -3.0% |
| 3Y | +8.9% | +13.5% | -4.6% | +9.2% |
| 5Y | -9.4% | -38.6% | +29.2% | -10.3% |
| All | +3.6% | +121.9% | -118.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling