+256.1%
TPR vs IEF
-7.4%
+263.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +14.2% | +0.1% | +14.1% | +14.2% |
| 30D | +17.1% | +3.1% | +14.0% | +16.1% |
| 3M | -17.7% | -0.5% | -17.2% | -17.7% |
| 6M | -10.2% | -1.6% | -8.5% | -9.8% |
| YTD | +4.9% | -1.6% | +6.5% | +5.3% |
| 1Y | +36.1% | -1.5% | +37.6% | +36.6% |
| 3Y | +416.5% | +12.4% | +404.0% | +401.9% |
| All | +256.1% | -7.4% | +263.5% | +176.0% |
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