-18.3%
TOST vs IEF
-1.2%
-17.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -3.5% | -0.7% | -2.7% | -2.8% |
| 3M | +38.1% | -0.4% | +38.6% | +39.2% |
| 6M | +9.9% | -2.5% | +12.4% | +9.6% |
| YTD | -6.3% | -1.6% | -4.7% | -5.9% |
| 1Y | -18.3% | -1.3% | -17.0% | -15.4% |
| All | -18.3% | -1.2% | -17.1% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling