+988.5%
ABT vs IEF
+129.1%
+859.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -2.1% | -0.7% | -1.4% | -2.4% |
| 3M | +17.4% | -0.4% | +17.9% | +17.2% |
| 6M | -2.4% | -2.5% | +0.1% | -3.5% |
| YTD | -14.2% | -1.6% | -12.6% | -14.9% |
| 1Y | -18.3% | -1.3% | -17.0% | -18.9% |
| 3Y | +11.5% | +10.1% | +1.4% | +16.9% |
| 5Y | -9.9% | -8.3% | -1.6% | -16.9% |
| 10Y | +204.4% | +4.5% | +199.9% | +209.3% |
| All | +988.5% | +129.1% | +859.4% | +1,840.0% |
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 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