+22,131.9%
TSLA vs IEF
+39.5%
+22,092.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -0.3% | +1.8% | +1.3% |
| 30D | +10.1% | -0.8% | +10.9% | +9.5% |
| 3M | -15.4% | -1.0% | -14.4% | -16.1% |
| 6M | -12.8% | -2.8% | -10.0% | -14.8% |
| YTD | -21.3% | -1.5% | -19.8% | -22.3% |
| 1Y | +4.6% | -0.4% | +5.0% | +4.1% |
| 3Y | +44.5% | +9.7% | +34.9% | +54.2% |
| 5Y | +44.8% | -8.3% | +53.1% | +21.8% |
| 10Y | +2,585.4% | +4.6% | +2,580.8% | +2,640.5% |
| All | +22,131.9% | +39.5% | +22,092.4% | +34,403.3% |
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