-7.0%
IEF vs ACM
+5.4%
-12.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -0.2% | +6.6% | -6.8% | -0.2% |
| 30D | +2.1% | +19.8% | -17.6% | +2.0% |
| 3M | -0.9% | -3.1% | +2.3% | -0.9% |
| 6M | -2.2% | -11.5% | +9.3% | -2.3% |
| YTD | -2.2% | -24.7% | +22.5% | -2.3% |
| 1Y | -2.0% | -45.1% | +43.1% | -2.2% |
| 3Y | +11.7% | -8.9% | +20.5% | +11.4% |
| All | -7.0% | +5.4% | -12.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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