+2,053.0%
TRV vs IEF
+128.5%
+1,924.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.1% |
| 7D | +0.2% | -0.3% | +0.5% | -0.1% |
| 30D | -2.3% | -0.6% | -1.8% | -2.9% |
| 3M | +22.7% | -1.0% | +23.7% | +21.5% |
| 6M | +21.9% | -3.1% | +25.0% | +18.4% |
| YTD | +27.5% | -1.9% | +29.3% | +25.1% |
| 1Y | +36.2% | -1.4% | +37.6% | +34.4% |
| 3Y | +140.6% | +9.8% | +130.8% | +163.6% |
| 5Y | +154.5% | -8.8% | +163.3% | +125.1% |
| 10Y | +295.4% | +4.7% | +290.7% | +316.5% |
| All | +2,053.0% | +128.5% | +1,924.5% | +6,569.4% |
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