+129.8%
IEF vs ACGL
+3,299.8%
-3,170.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | -0.3% | -0.7% | +0.5% | -0.3% |
| 30D | -0.8% | -1.0% | +0.2% | -0.8% |
| 3M | -1.0% | +11.0% | -12.0% | -0.4% |
| 6M | -2.8% | -0.3% | -2.4% | -2.7% |
| YTD | -1.5% | +2.3% | -3.8% | -1.3% |
| 1Y | -0.4% | +6.4% | -6.8% | 0.0% |
| 3Y | +9.7% | +34.0% | -24.3% | +12.0% |
| 5Y | -8.3% | +161.6% | -170.0% | -2.2% |
| 10Y | +4.6% | +278.6% | -274.0% | +15.9% |
| All | +129.8% | +3,299.8% | -3,170.0% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling