+5,171.1%
TSCO vs IEF
+126.7%
+5,044.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -2.0% |
| 7D | -3.1% | -1.2% | -1.9% | -4.0% |
| 30D | -4.4% | -1.5% | -2.9% | -5.5% |
| 3M | +9.7% | -1.7% | +11.4% | +8.2% |
| 6M | -32.4% | -3.5% | -28.9% | -34.4% |
| YTD | -31.7% | -2.6% | -29.0% | -33.1% |
| 1Y | -41.3% | -2.4% | -38.9% | -42.4% |
| 3Y | -18.3% | +8.9% | -27.2% | -12.5% |
| 5Y | -10.3% | -9.2% | -1.0% | -21.6% |
| 10Y | +188.5% | +3.9% | +184.6% | +199.9% |
| All | +5,171.1% | +126.7% | +5,044.4% | +18,439.4% |
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