-48.5%
TE vs IEF
-9.3%
-39.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.5% |
| 7D | +0.9% | -1.2% | +2.1% | +1.3% |
| 30D | -16.3% | -1.5% | -14.8% | -15.8% |
| 3M | -40.8% | -1.7% | -39.1% | -40.4% |
| 6M | -42.6% | -3.5% | -39.1% | -42.2% |
| YTD | -31.4% | -2.6% | -28.8% | -31.0% |
| 1Y | +144.9% | -2.4% | +147.3% | +146.3% |
| 3Y | -26.0% | +8.9% | -34.9% | -29.8% |
| 5Y | -48.5% | -9.2% | -39.2% | -52.0% |
| All | -48.5% | -9.3% | -39.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling