-44.4%
TOST vs IEF
-8.5%
-35.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.0% | +0.3% | +3.7% | +3.8% |
| 30D | +11.1% | +2.7% | +8.4% | +8.6% |
| 3M | +0.8% | -0.8% | +1.6% | +1.5% |
| 6M | +38.8% | -1.7% | +40.5% | +40.9% |
| YTD | -2.1% | -1.6% | -0.4% | -0.7% |
| 1Y | -6.0% | -1.6% | -4.5% | -4.8% |
| 3Y | +149.8% | +12.4% | +137.4% | +120.9% |
| 5Y | -42.8% | -7.6% | -35.2% | -39.2% |
| All | -44.4% | -8.5% | -35.9% | -35.0% |
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