+310.3%
TPR vs IEF
+10.3%
+300.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -23.0% | -0.8% | -22.2% | -22.8% |
| 3M | -12.5% | -1.0% | -11.5% | -12.2% |
| 6M | -21.4% | -2.8% | -18.7% | -20.9% |
| YTD | -3.5% | -1.5% | -2.0% | -3.0% |
| 1Y | +17.4% | -0.4% | +17.8% | +17.7% |
| All | +310.3% | +10.3% | +300.0% | +294.9% |
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