+3,423.0%
TPR vs IEF
+129.2%
+3,293.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.2% |
| 7D | +14.2% | +0.1% | +14.1% | +14.3% |
| 30D | +17.1% | +3.1% | +14.0% | +21.6% |
| 3M | -17.7% | -0.5% | -17.2% | -18.3% |
| 6M | -10.2% | -1.6% | -8.5% | -12.4% |
| YTD | +4.9% | -1.6% | +6.5% | +2.2% |
| 1Y | +36.1% | -1.5% | +37.6% | +32.8% |
| 3Y | +416.5% | +12.4% | +404.0% | +502.7% |
| 5Y | +254.8% | -7.5% | +262.3% | +189.4% |
| 10Y | +391.7% | +5.2% | +386.6% | +423.1% |
| All | +3,423.0% | +129.2% | +3,293.9% | +14,174.3% |
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