+5.9%
ABT vs IEF
+9.0%
-3.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.9% | -1.3% | -4.5% | -5.2% |
| 30D | -8.1% | -1.7% | -6.3% | -7.2% |
| 3M | +14.5% | -2.5% | +17.1% | +16.1% |
| 6M | -6.3% | -3.3% | -3.0% | -4.6% |
| YTD | -17.1% | -2.8% | -14.3% | -15.7% |
| 1Y | -21.4% | -2.7% | -18.6% | -20.1% |
| 3Y | +5.9% | +8.9% | -3.0% | +3.3% |
| All | +5.9% | +9.0% | -3.0% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling