+203.6%
TGT vs IEF
+3.8%
+199.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | 0.0% |
| 7D | -5.2% | -1.3% | -3.9% | -5.5% |
| 30D | +1.2% | -1.7% | +2.9% | +0.9% |
| 3M | +18.4% | -2.5% | +20.9% | +17.8% |
| 6M | +33.4% | -3.3% | +36.7% | +32.6% |
| YTD | +63.8% | -2.8% | +66.6% | +63.0% |
| 1Y | +77.2% | -2.7% | +79.9% | +76.3% |
| 3Y | +41.8% | +8.9% | +32.9% | +45.0% |
| 5Y | -25.5% | -9.4% | -16.1% | -36.4% |
| All | +203.6% | +3.8% | +199.8% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling