+4.7%
IEF vs TYL
+102.8%
-98.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -0.3% | -8.6% | +8.3% | -0.2% |
| 30D | -0.6% | +7.5% | -8.1% | -0.7% |
| 3M | -1.0% | +10.9% | -11.9% | -1.1% |
| 6M | -3.1% | -6.7% | +3.6% | -3.0% |
| YTD | -1.9% | -24.5% | +22.6% | -1.6% |
| 1Y | -1.4% | -38.6% | +37.3% | -0.9% |
| 3Y | +9.8% | -12.6% | +22.4% | +9.9% |
| 5Y | -8.8% | -28.2% | +19.4% | -9.2% |
| 10Y | +4.7% | +104.0% | -99.3% | +8.1% |
| All | +4.7% | +102.8% | -98.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling