+685.8%
TGT vs IEF
+128.5%
+557.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.4% |
| 7D | -3.6% | -0.3% | -3.3% | -3.8% |
| 30D | +4.4% | -0.6% | +5.0% | +4.0% |
| 3M | +25.4% | -1.0% | +26.4% | +24.4% |
| 6M | +33.4% | -3.1% | +36.4% | +30.3% |
| YTD | +65.6% | -1.9% | +67.5% | +63.3% |
| 1Y | +80.3% | -1.4% | +81.6% | +78.5% |
| 3Y | +42.1% | +9.8% | +32.4% | +52.3% |
| 5Y | -25.0% | -8.8% | -16.2% | -33.8% |
| 10Y | +208.2% | +4.7% | +203.5% | +218.7% |
| All | +685.8% | +128.5% | +557.3% | +2,712.6% |
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 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