-44.0%
ACHR vs IEF
-11.2%
-32.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.6% |
| 7D | -2.3% | -1.3% | -0.9% | -0.8% |
| 30D | -11.3% | -1.7% | -9.5% | -9.5% |
| 3M | +5.3% | -2.5% | +7.8% | +8.4% |
| 6M | -13.2% | -3.3% | -10.0% | -9.7% |
| YTD | -25.8% | -2.8% | -23.0% | -23.2% |
| 1Y | -34.3% | -2.7% | -31.6% | -32.1% |
| 3Y | -19.9% | +8.9% | -28.9% | -27.0% |
| 5Y | -42.7% | -9.4% | -33.2% | -48.3% |
| All | -44.0% | -11.2% | -32.8% | -45.5% |
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