+78.5%
IEF vs ACM
+250.2%
-171.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.9% | +5.1% | -7.0% | -1.7% |
| 30D | +1.1% | +18.7% | -17.6% | +1.9% |
| 3M | -1.9% | +15.5% | -17.4% | -1.3% |
| 6M | -2.4% | +1.2% | -3.6% | -2.2% |
| YTD | -3.0% | -25.2% | +22.2% | -4.1% |
| 1Y | -3.1% | -46.3% | +43.2% | -5.7% |
| 3Y | +10.7% | -9.6% | +20.2% | +10.8% |
| 5Y | -8.0% | +4.4% | -12.4% | -6.8% |
| 10Y | +6.9% | +129.3% | -122.4% | +15.0% |
| All | +78.5% | +250.2% | -171.7% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling