+588.2%
T vs IEF
+129.4%
+458.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -2.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.4% |
| 30D | +11.4% | -0.8% | +12.1% | +10.9% |
| 3M | +14.3% | -1.0% | +15.3% | +13.7% |
| 6M | -9.3% | -2.8% | -6.5% | -10.7% |
| YTD | +7.1% | -1.5% | +8.6% | +6.2% |
| 1Y | -9.1% | -0.4% | -8.7% | -9.3% |
| 3Y | +105.3% | +9.7% | +95.7% | +117.0% |
| 5Y | +66.8% | -8.3% | +75.1% | +51.5% |
| 10Y | +66.8% | +4.6% | +62.2% | +70.4% |
| All | +588.2% | +129.4% | +458.9% | +1,768.7% |
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