+302.0%
TRV vs IEF
+3.8%
+298.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.0% |
| 7D | +1.9% | -1.3% | +3.3% | +1.2% |
| 30D | +1.7% | -1.7% | +3.5% | +0.7% |
| 3M | +23.9% | -2.5% | +26.4% | +22.1% |
| 6M | +26.3% | -3.3% | +29.5% | +23.9% |
| YTD | +30.8% | -2.8% | +33.6% | +28.7% |
| 1Y | +36.3% | -2.7% | +39.0% | +34.2% |
| 3Y | +145.0% | +8.9% | +136.1% | +160.8% |
| 5Y | +163.9% | -9.4% | +173.3% | +122.9% |
| All | +302.0% | +3.8% | +298.2% | +284.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling