-12.6%
TLT vs IEF
+7.3%
-19.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | 0.0% |
| 7D | -3.1% | -2.0% | -1.1% | +0.9% |
| 30D | +1.0% | +0.7% | +0.3% | -0.4% |
| 3M | -2.7% | -2.5% | -0.2% | +2.4% |
| 6M | -4.1% | -2.6% | -1.6% | +1.1% |
| YTD | -5.4% | -3.2% | -2.2% | +1.2% |
| 1Y | -7.0% | -3.0% | -4.0% | -0.9% |
| 3Y | +2.8% | +10.5% | -7.7% | -15.7% |
| 5Y | -35.4% | -8.2% | -27.2% | -18.4% |
| All | -12.6% | +7.3% | -19.9% | -16.7% |
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