+48.1%
TSLA vs IEF
-9.3%
+57.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | +9.2% | -1.5% | +10.7% | +9.6% |
| 3M | -4.7% | -1.7% | -3.1% | -4.4% |
| 6M | -8.9% | -3.5% | -5.4% | -8.4% |
| YTD | -19.2% | -2.6% | -16.5% | -18.7% |
| 1Y | +4.5% | -2.4% | +6.9% | +5.0% |
| 3Y | +46.3% | +8.9% | +37.4% | +43.3% |
| 5Y | +48.1% | -9.2% | +57.4% | +9.5% |
| All | +48.1% | -9.3% | +57.5% | +9.5% |
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