-45.7%
TOST vs IEF
-8.3%
-37.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.2% |
| 30D | -2.4% | -0.8% | -1.7% | -1.8% |
| 3M | +34.6% | -1.0% | +35.6% | +35.8% |
| 6M | +15.2% | -2.8% | +18.0% | +17.9% |
| YTD | -4.4% | -1.5% | -2.9% | -3.2% |
| 1Y | -17.4% | -0.4% | -17.0% | -17.1% |
| 3Y | +54.5% | +9.7% | +44.8% | +40.1% |
| All | -45.7% | -8.3% | -37.4% | -36.6% |
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 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