-25.8%
ACN vs IEF
-8.1%
-17.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.3% |
| 3M | +41.5% | -2.5% | +43.9% | +42.5% |
| 6M | +60.1% | -2.6% | +62.6% | +61.2% |
| YTD | -3.9% | -3.2% | -0.8% | -3.1% |
| 1Y | +4.1% | -3.0% | +7.1% | +5.0% |
| 3Y | -15.9% | +10.5% | -26.4% | -18.8% |
| All | -25.8% | -8.1% | -17.7% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling