+3,497.8%
TPR vs IEF
+127.0%
+3,370.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -1.4% |
| 7D | +12.1% | -0.2% | +12.2% | +11.8% |
| 30D | +16.7% | +1.8% | +14.9% | +19.3% |
| 3M | -17.4% | -1.2% | -16.2% | -18.7% |
| 6M | +2.3% | -2.5% | +4.8% | -1.3% |
| YTD | +7.1% | -2.5% | +9.6% | +3.1% |
| 1Y | +29.5% | -2.3% | +31.8% | +25.0% |
| 3Y | +415.0% | +11.3% | +403.8% | +493.0% |
| 5Y | +261.5% | -7.6% | +269.1% | +195.9% |
| 10Y | +383.3% | +7.3% | +376.0% | +431.1% |
| All | +3,497.8% | +127.0% | +3,370.8% | +14,304.8% |
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