+125.9%
IEF vs TXT
+417.9%
-292.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +0.7% | +13.3% | -12.6% | +1.3% |
| 3M | -2.5% | -5.0% | +2.5% | -2.6% |
| 6M | -2.6% | -8.4% | +5.9% | -2.8% |
| YTD | -3.2% | -4.0% | +0.8% | -3.2% |
| 1Y | -3.0% | +2.8% | -5.8% | -2.8% |
| 3Y | +10.5% | +10.3% | +0.3% | +11.5% |
| 5Y | -8.2% | +9.2% | -17.3% | -7.1% |
| 10Y | +6.7% | +89.6% | -82.9% | +12.6% |
| All | +125.9% | +417.9% | -292.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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