-12.3%
IEF vs ACI
+21.2%
-33.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.2% |
| 7D | -1.3% | -3.7% | +2.4% | -1.3% |
| 30D | -1.7% | +0.6% | -2.3% | -1.8% |
| 3M | -2.5% | -20.3% | +17.8% | -2.4% |
| 6M | -3.3% | -24.7% | +21.4% | -3.1% |
| YTD | -2.8% | -27.2% | +24.4% | -2.6% |
| 1Y | -2.7% | -32.7% | +30.0% | -2.4% |
| 3Y | +8.9% | -43.9% | +52.8% | +9.4% |
| 5Y | -9.4% | -38.9% | +29.4% | -9.1% |
| All | -12.3% | +21.2% | -33.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling