-53.2%
TEAM vs IEF
-8.6%
-44.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -4.7% | -0.3% | -4.4% | -4.5% |
| 30D | +17.0% | -0.6% | +17.6% | +17.5% |
| 3M | +85.9% | -1.0% | +86.9% | +87.3% |
| 6M | +116.7% | -3.1% | +119.7% | +121.1% |
| YTD | +9.6% | -1.9% | +11.5% | +11.0% |
| 1Y | -2.5% | -1.4% | -1.2% | -1.7% |
| 3Y | -14.0% | +9.8% | -23.8% | -20.9% |
| All | -53.2% | -8.6% | -44.6% | -58.6% |
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 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