+154.4%
TRV vs IEF
-9.3%
+163.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | -1.5% | -1.2% | -0.3% | -1.6% |
| 30D | -1.8% | -1.5% | -0.3% | -2.0% |
| 3M | +21.6% | -1.7% | +23.2% | +21.3% |
| 6M | +22.5% | -3.5% | +26.0% | +21.8% |
| YTD | +28.1% | -2.6% | +30.8% | +27.6% |
| 1Y | +37.0% | -2.4% | +39.4% | +36.6% |
| 3Y | +141.9% | +8.9% | +133.0% | +148.6% |
| All | +154.4% | -9.3% | +163.7% | +115.8% |
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 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