-53.1%
TE vs IEF
-3.2%
-49.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +0.2% | -1.3% | +1.6% | +0.5% |
| 30D | -5.9% | -1.7% | -4.2% | -5.6% |
| 3M | -45.6% | -2.5% | -43.0% | -45.3% |
| 6M | -43.4% | -3.3% | -40.1% | -43.1% |
| YTD | -31.0% | -2.8% | -28.2% | -30.7% |
| 1Y | +145.2% | -2.7% | +147.9% | +146.1% |
| 3Y | -24.1% | +8.9% | -33.0% | -26.8% |
| 5Y | -48.1% | -9.4% | -38.7% | -52.0% |
| All | -53.1% | -3.2% | -49.8% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling