-25.1%
TGT vs IEF
-9.5%
-15.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -4.8% |
| 30D | +1.2% | -1.7% | +2.9% | +1.8% |
| 3M | +18.4% | -2.5% | +20.9% | +19.4% |
| 6M | +33.4% | -3.3% | +36.7% | +35.0% |
| YTD | +63.8% | -2.8% | +66.6% | +65.4% |
| 1Y | +77.2% | -2.7% | +79.9% | +78.8% |
| 3Y | +41.8% | +8.9% | +32.9% | +37.3% |
| All | -25.1% | -9.5% | -15.6% | -28.9% |
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