+1,500.9%
ACN vs IEF
+129.4%
+1,371.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.7% |
| 30D | +9.4% | -0.8% | +10.1% | +8.7% |
| 3M | +5.6% | -1.0% | +6.6% | +4.9% |
| 6M | -9.3% | -2.8% | -6.5% | -11.2% |
| YTD | -29.0% | -1.5% | -27.5% | -29.8% |
| 1Y | -24.7% | -0.4% | -24.2% | -24.9% |
| 3Y | -39.8% | +9.7% | -49.5% | -35.2% |
| 5Y | -40.9% | -8.3% | -32.6% | -47.9% |
| 10Y | +91.1% | +4.6% | +86.5% | +98.1% |
| All | +1,500.9% | +129.4% | +1,371.6% | +5,032.2% |
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