+13.6%
IEF vs TRU
+226.0%
-212.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -0.3% | -6.5% | +6.2% | -0.3% |
| 30D | -0.6% | -2.5% | +1.9% | -0.6% |
| 3M | -1.0% | +10.4% | -11.4% | -1.0% |
| 6M | -3.1% | +1.6% | -4.7% | -3.1% |
| YTD | -1.9% | -9.7% | +7.8% | -1.9% |
| 1Y | -1.4% | -17.3% | +15.9% | -1.4% |
| 3Y | +9.8% | -1.8% | +11.6% | +9.7% |
| 5Y | -8.8% | -36.2% | +27.4% | -10.4% |
| 10Y | +4.7% | +143.2% | -138.6% | +9.9% |
| All | +13.6% | +226.0% | -212.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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