-7.1%
IEF vs ACI
-41.8%
+34.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.8% | -5.3% | +4.5% | -0.7% |
| 30D | +2.0% | +5.0% | -3.0% | +2.0% |
| 3M | -1.1% | +7.5% | -8.6% | -1.2% |
| 6M | -1.9% | -16.0% | +14.1% | -1.8% |
| YTD | -2.2% | -20.6% | +18.4% | -2.0% |
| 1Y | -2.3% | -23.5% | +21.2% | -2.0% |
| 3Y | +11.6% | -32.1% | +43.7% | +12.1% |
| 5Y | -7.1% | -42.5% | +35.5% | -6.8% |
| All | -7.1% | -41.8% | +34.8% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling