-40.6%
TOST vs IEF
-7.4%
-33.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +13.5% | +3.1% | +10.4% | +10.8% |
| 3M | -0.1% | -0.5% | +0.3% | +0.2% |
| 6M | +22.5% | -1.6% | +24.1% | +24.1% |
| YTD | -2.4% | -1.6% | -0.8% | -1.1% |
| 1Y | -4.7% | -1.5% | -3.2% | -3.6% |
| 3Y | +103.2% | +12.4% | +90.8% | +81.0% |
| All | -40.6% | -7.4% | -33.2% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling