-2.0%
IEF vs ACGL
+28.7%
-30.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.5% |
| 7D | +0.9% | +8.0% | -7.1% | +0.6% |
| 30D | +3.1% | +17.3% | -14.2% | +2.6% |
| 3M | -1.4% | +11.2% | -12.6% | -1.7% |
| 6M | -1.6% | +18.2% | -19.7% | -2.1% |
| YTD | -2.1% | +15.4% | -17.5% | -2.6% |
| 1Y | -2.0% | +26.5% | -28.5% | -3.2% |
| All | -2.0% | +28.7% | -30.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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