+501.1%
T vs IEF
+125.4%
+375.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | +2.5% | -2.0% | +4.5% | +1.4% |
| 30D | -3.8% | +0.7% | -4.5% | -3.4% |
| 3M | -8.7% | -2.5% | -6.3% | -10.1% |
| 6M | -8.1% | -2.6% | -5.6% | -9.5% |
| YTD | -6.4% | -3.2% | -3.3% | -8.2% |
| 1Y | -9.8% | -3.0% | -6.7% | -11.4% |
| 3Y | +65.5% | +10.5% | +55.0% | +76.2% |
| 5Y | +57.0% | -8.2% | +65.1% | +43.4% |
| 10Y | +60.8% | +6.7% | +54.1% | +67.5% |
| All | +501.1% | +125.4% | +375.8% | +1,515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling