+248.5%
ALAB vs IEF
+6.9%
+241.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.9% |
| 7D | -7.5% | -0.2% | -7.3% | -7.5% |
| 30D | -36.8% | +1.8% | -38.6% | -36.2% |
| 3M | -31.9% | -1.2% | -30.7% | -32.2% |
| 6M | +8.2% | -2.5% | +10.7% | +6.1% |
| YTD | +29.9% | -2.5% | +32.4% | +27.4% |
| 1Y | +24.4% | -2.3% | +26.7% | +22.3% |
| All | +248.5% | +6.9% | +241.6% | +248.2% |
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 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