+129.8%
IEF vs TXT
+389.4%
-259.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | -4.8% | +4.5% | -0.5% |
| 30D | -0.8% | -10.6% | +9.8% | -1.2% |
| 3M | -1.0% | -13.2% | +12.2% | -1.5% |
| 6M | -2.8% | -20.3% | +17.6% | -3.6% |
| YTD | -1.5% | -9.3% | +7.8% | -1.8% |
| 1Y | -0.4% | -2.7% | +2.3% | -0.4% |
| 3Y | +9.7% | +1.4% | +8.3% | +10.2% |
| 5Y | -8.3% | +9.6% | -17.9% | -7.2% |
| 10Y | +4.6% | +94.9% | -90.3% | +10.6% |
| All | +129.8% | +389.4% | -259.6% | +168.7% |
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