-50.0%
TE vs IEF
-2.3%
-47.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | -7.5% | -0.6% | -7.0% | -7.4% |
| 3M | -42.0% | -1.0% | -41.0% | -41.8% |
| 6M | -31.4% | -3.1% | -28.4% | -31.3% |
| YTD | -26.5% | -1.9% | -24.6% | -26.4% |
| 1Y | +153.1% | -1.4% | +154.4% | +153.3% |
| 3Y | -20.7% | +9.8% | -30.5% | -23.6% |
| 5Y | -45.4% | -8.8% | -36.6% | -49.7% |
| All | -50.0% | -2.3% | -47.7% | -53.8% |
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