+802.8%
TEAM vs IEF
+11.4%
+791.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +67.3% | -0.8% | +68.1% | +67.6% |
| 3M | +86.8% | -1.0% | +87.7% | +87.2% |
| 6M | +146.8% | -2.8% | +149.6% | +148.2% |
| YTD | +16.9% | -1.5% | +18.4% | +17.3% |
| 1Y | +12.8% | -0.4% | +13.2% | +12.9% |
| 3Y | -7.3% | +9.7% | -16.9% | -9.5% |
| 5Y | -50.7% | -8.3% | -42.4% | -56.3% |
| 10Y | +529.8% | +4.6% | +525.2% | +558.8% |
| All | +802.8% | +11.4% | +791.4% | +1,127.4% |
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