+129.6%
IEF vs TRMB
+2,380.2%
-2,250.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | -0.7% | -1.2% | +0.5% | -0.8% |
| 3M | -0.4% | +9.6% | -10.0% | -0.1% |
| 6M | -2.5% | -16.1% | +13.6% | -3.0% |
| YTD | -1.6% | -25.0% | +23.4% | -2.4% |
| 1Y | -1.3% | -27.7% | +26.4% | -2.2% |
| 3Y | +10.1% | +15.3% | -5.2% | +11.1% |
| 5Y | -8.3% | -37.4% | +29.1% | -9.1% |
| 10Y | +4.5% | +117.5% | -113.0% | +10.0% |
| All | +129.6% | +2,380.2% | -2,250.6% | +171.7% |
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