+40.1%
ALAB vs IEF
-1.5%
+41.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.3% |
| 7D | +9.6% | -0.3% | +9.9% | +9.9% |
| 30D | -5.3% | -0.6% | -4.7% | -4.8% |
| 3M | -12.0% | -1.0% | -11.1% | -11.2% |
| 6M | +145.7% | -3.1% | +148.8% | +131.5% |
| YTD | +80.7% | -1.9% | +82.5% | +80.9% |
| 1Y | +40.1% | -1.4% | +41.5% | +45.5% |
| All | +40.1% | -1.5% | +41.7% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling