-41.5%
ACHR vs IEF
-10.1%
-31.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +4.3% | -0.7% | +5.0% | +5.2% |
| 3M | +1.7% | -0.4% | +2.2% | +2.4% |
| 6M | -6.9% | -2.5% | -4.4% | -4.0% |
| YTD | -22.5% | -1.6% | -20.9% | -20.9% |
| 1Y | -31.5% | -1.3% | -30.2% | -30.4% |
| 3Y | -14.4% | +10.1% | -24.5% | -22.9% |
| 5Y | -41.6% | -8.3% | -33.3% | -48.1% |
| All | -41.5% | -10.1% | -31.4% | -43.8% |
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