+3,140.2%
TPR vs IEF
+129.4%
+3,010.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.7% |
| 30D | -23.0% | -0.8% | -22.2% | -23.7% |
| 3M | -12.5% | -1.0% | -11.5% | -13.6% |
| 6M | -21.4% | -2.8% | -18.7% | -24.5% |
| YTD | -3.5% | -1.5% | -2.0% | -5.8% |
| 1Y | +17.4% | -0.4% | +17.8% | +16.4% |
| 3Y | +291.3% | +9.7% | +281.6% | +340.1% |
| 5Y | +241.9% | -8.3% | +250.2% | +175.0% |
| 10Y | +322.7% | +4.6% | +318.1% | +346.5% |
| All | +3,140.2% | +129.4% | +3,010.9% | +13,064.6% |
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 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