+3,435.9%
ALNY vs IEF
+103.3%
+3,332.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.7% |
| 7D | -6.4% | -1.2% | -5.2% | -7.3% |
| 30D | +11.9% | -1.5% | +13.4% | +10.5% |
| 3M | -15.0% | -1.7% | -13.3% | -16.2% |
| 6M | -23.2% | -3.5% | -19.7% | -25.5% |
| YTD | -37.8% | -2.6% | -35.1% | -39.2% |
| 1Y | -47.3% | -2.4% | -44.9% | -48.4% |
| 3Y | +22.9% | +8.9% | +14.0% | +31.6% |
| 5Y | +30.6% | -9.2% | +39.8% | +8.2% |
| 10Y | +254.6% | +3.9% | +250.8% | +269.5% |
| All | +3,435.9% | +103.3% | +3,332.5% | +7,422.0% |
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