-8.3%
IEF vs ACM
+4.8%
-13.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -0.7% | -12.9% | +12.2% | -0.7% |
| 3M | -0.4% | -6.4% | +5.9% | -0.4% |
| 6M | -2.5% | -29.2% | +26.7% | -2.6% |
| YTD | -1.6% | -29.9% | +28.4% | -1.7% |
| 1Y | -1.3% | -47.3% | +46.0% | -1.6% |
| 3Y | +10.1% | -19.6% | +29.7% | +9.9% |
| 5Y | -8.3% | +5.5% | -13.8% | -8.0% |
| All | -8.3% | +4.8% | -13.1% | -8.0% |
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