+365.7%
ALAB vs IEF
+7.9%
+357.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -7.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -13.6% | -0.7% | -12.8% | -13.9% |
| 3M | -16.6% | -0.4% | -16.2% | -16.8% |
| 6M | +142.3% | -2.5% | +144.8% | +135.1% |
| YTD | +73.6% | -1.6% | +75.2% | +70.8% |
| 1Y | +33.7% | -1.3% | +35.0% | +32.3% |
| All | +365.7% | +7.9% | +357.8% | +366.7% |
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