+16.9%
TPR vs IEF
-0.2%
+17.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -2.7% | -0.3% | -2.4% | -2.4% |
| 30D | -23.3% | -0.8% | -22.5% | -22.6% |
| 3M | -12.8% | -1.0% | -11.8% | -11.9% |
| 6M | -21.7% | -2.8% | -19.0% | -20.7% |
| YTD | -3.9% | -1.5% | -2.4% | -2.6% |
| 1Y | +16.9% | -0.4% | +17.3% | +19.6% |
| All | +16.9% | -0.2% | +17.1% | +19.6% |
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 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