-15.9%
ACN vs IEF
+10.9%
-26.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.8% | -2.0% | -1.9% | -3.2% |
| 30D | +16.5% | +0.7% | +15.8% | +16.4% |
| 3M | +41.5% | -2.5% | +43.9% | +41.7% |
| 6M | +60.1% | -2.6% | +62.6% | +60.3% |
| YTD | -3.9% | -3.2% | -0.8% | -3.7% |
| 1Y | +4.1% | -3.0% | +7.1% | +4.3% |
| 3Y | -15.9% | +10.5% | -26.4% | -17.0% |
| All | -15.9% | +10.9% | -26.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling