+59.6%
TXN vs IEF
-9.5%
+69.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -1.3% | +5.3% | +4.3% |
| 30D | -2.9% | -1.7% | -1.1% | -2.5% |
| 3M | -9.1% | -2.5% | -6.6% | -8.6% |
| 6M | +36.6% | -3.3% | +39.9% | +37.6% |
| YTD | +57.5% | -2.8% | +60.3% | +58.4% |
| 1Y | +49.5% | -2.7% | +52.3% | +50.4% |
| 3Y | +76.5% | +8.9% | +67.6% | +72.7% |
| All | +59.6% | -9.5% | +69.1% | +49.0% |
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