+37.8%
ALAB vs IEF
-2.3%
+40.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.9% |
| 7D | +3.4% | -0.8% | +4.2% | +3.8% |
| 30D | -28.8% | +2.0% | -30.8% | -32.0% |
| 3M | -26.0% | -1.1% | -24.9% | -24.1% |
| 6M | +11.4% | -1.9% | +13.3% | +14.8% |
| YTD | +38.8% | -2.2% | +41.0% | +45.4% |
| 1Y | +37.8% | -2.3% | +40.1% | +43.4% |
| All | +37.8% | -2.3% | +40.1% | +43.4% |
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