+197.1%
ABT vs IEF
+3.8%
+193.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -5.9% | -1.3% | -4.5% | -6.1% |
| 30D | -8.1% | -1.7% | -6.3% | -8.3% |
| 3M | +14.5% | -2.5% | +17.1% | +14.0% |
| 6M | -6.3% | -3.3% | -3.0% | -6.8% |
| YTD | -17.1% | -2.8% | -14.3% | -17.5% |
| 1Y | -21.4% | -2.7% | -18.6% | -21.7% |
| 3Y | +5.9% | +8.9% | -3.0% | +8.8% |
| 5Y | -12.8% | -9.4% | -3.3% | -25.4% |
| All | +197.1% | +3.8% | +193.3% | +191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling