+151.1%
TOST vs IEF
+10.9%
+140.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.6% |
| 7D | 0.0% | -2.0% | +2.0% | +1.2% |
| 30D | +16.2% | +0.7% | +15.5% | +15.9% |
| 3M | -1.5% | -2.5% | +0.9% | -0.3% |
| 6M | +55.3% | -2.6% | +57.9% | +57.4% |
| YTD | -2.3% | -3.2% | +0.9% | -0.9% |
| 1Y | -5.5% | -3.0% | -2.5% | -4.2% |
| 3Y | +151.1% | +10.5% | +140.6% | +115.5% |
| All | +151.1% | +10.9% | +140.2% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling