-65.4%
TEAM vs IEF
-8.1%
-57.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.4% | -2.0% | -0.4% | -1.1% |
| 30D | -26.7% | +0.7% | -27.4% | -27.1% |
| 3M | -9.6% | -2.5% | -7.2% | -8.2% |
| 6M | +86.0% | -2.6% | +88.6% | +89.2% |
| YTD | -7.5% | -3.2% | -4.3% | -5.6% |
| 1Y | -1.4% | -3.0% | +1.7% | +0.6% |
| 3Y | -14.3% | +10.5% | -24.8% | -22.1% |
| All | -65.4% | -8.1% | -57.3% | -70.6% |
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