-44.5%
TOST vs IEF
-8.4%
-36.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | -0.1% | -0.5% | +0.3% | +0.2% |
| 6M | +22.5% | -1.6% | +24.1% | +24.2% |
| YTD | -2.4% | -1.6% | -0.8% | -1.1% |
| 1Y | -4.7% | -1.5% | -3.2% | -3.5% |
| 3Y | +103.2% | +12.4% | +90.8% | +79.7% |
| 5Y | -41.2% | -7.5% | -33.7% | -37.7% |
| All | -44.5% | -8.4% | -36.1% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling