-11.6%
ABT vs IEF
-9.3%
-2.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -5.0% | -1.2% | -3.8% | -4.6% |
| 30D | -5.8% | -1.5% | -4.3% | -5.3% |
| 3M | +16.7% | -1.7% | +18.4% | +17.5% |
| 6M | -5.2% | -3.5% | -1.7% | -4.0% |
| YTD | -16.0% | -2.6% | -13.3% | -15.1% |
| 1Y | -18.3% | -2.4% | -15.9% | -17.5% |
| 3Y | +9.2% | +8.9% | +0.3% | +6.9% |
| 5Y | -11.6% | -9.2% | -2.3% | -17.0% |
| All | -11.6% | -9.3% | -2.2% | -17.0% |
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