-9.2%
IEF vs TSN
-18.6%
+9.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | -1.2% | +1.4% | -2.5% | -1.2% |
| 30D | -1.5% | -6.2% | +4.7% | -1.3% |
| 3M | -1.7% | -5.7% | +4.0% | -1.6% |
| 6M | -3.5% | -11.4% | +7.8% | -3.3% |
| YTD | -2.6% | -8.2% | +5.5% | -2.5% |
| 1Y | -2.4% | -2.0% | -0.4% | -2.5% |
| 3Y | +8.9% | +11.9% | -2.9% | +8.4% |
| 5Y | -9.2% | -17.8% | +8.5% | -8.6% |
| All | -9.2% | -18.6% | +9.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 5y: compounded portfolio wealth divided by compounded TSN 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…
5y analysis · Full analysis span regression · 6 months rolling