-1.4%
IEF vs ACGL
+5.7%
-7.1%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.3% | -2.1% | +1.8% | -0.3% |
| 30D | -0.6% | -2.2% | +1.6% | -0.5% |
| 3M | -1.0% | +6.3% | -7.3% | -1.1% |
| 6M | -3.1% | +0.5% | -3.6% | -3.1% |
| YTD | -1.9% | +0.2% | -2.1% | -1.8% |
| 1Y | -1.4% | +7.3% | -8.6% | -1.1% |
| All | -1.4% | +5.7% | -7.1% | -1.1% |
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