+125.9%
IEF vs TRMB
+2,247.7%
-2,121.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | -2.0% | +2.8% | -4.8% | -1.9% |
| 30D | +0.7% | -5.9% | +6.6% | +0.6% |
| 3M | -2.5% | -3.3% | +0.8% | -2.5% |
| 6M | -2.6% | +1.3% | -3.9% | -2.4% |
| YTD | -3.2% | -29.0% | +25.8% | -4.1% |
| 1Y | -3.0% | -27.8% | +24.7% | -3.8% |
| 3Y | +10.5% | +36.3% | -25.8% | +12.2% |
| 5Y | -8.2% | -35.8% | +27.7% | -8.8% |
| 10Y | +6.7% | +103.1% | -96.4% | +12.2% |
| All | +125.9% | +2,247.7% | -2,121.8% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling