+86.8%
ACN vs IEF
+4.0%
+82.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.0% |
| 7D | -7.9% | -1.2% | -6.7% | -8.1% |
| 30D | -1.1% | -1.5% | +0.4% | -1.4% |
| 3M | +5.6% | -1.7% | +7.3% | +5.2% |
| 6M | -9.9% | -3.5% | -6.4% | -10.7% |
| YTD | -32.3% | -2.6% | -29.7% | -32.7% |
| 1Y | -25.3% | -2.4% | -22.9% | -25.7% |
| 3Y | -42.3% | +8.9% | -51.2% | -41.0% |
| 5Y | -43.5% | -9.2% | -34.2% | -51.4% |
| All | +86.8% | +4.0% | +82.8% | +101.3% |
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 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