+239.1%
TPR vs IEF
-8.2%
+247.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -27.3% | -0.7% | -26.6% | -27.2% |
| 3M | -16.2% | -0.4% | -15.8% | -16.2% |
| 6M | -17.9% | -2.5% | -15.4% | -17.4% |
| YTD | -7.1% | -1.6% | -5.5% | -6.8% |
| 1Y | +13.6% | -1.3% | +14.9% | +14.0% |
| 3Y | +293.7% | +10.1% | +283.7% | +285.5% |
| 5Y | +239.1% | -8.3% | +247.4% | +159.6% |
| All | +239.1% | -8.2% | +247.3% | +159.6% |
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