+102.9%
T vs IEF
+10.0%
+92.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | +4.6% | -0.6% | +5.1% | +4.9% |
| 3M | +12.2% | -1.0% | +13.2% | +12.8% |
| 6M | -6.5% | -3.1% | -3.4% | -4.9% |
| YTD | +4.9% | -1.9% | +6.8% | +5.9% |
| 1Y | -10.5% | -1.4% | -9.1% | -9.9% |
| All | +102.9% | +10.0% | +92.9% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling