+4.7%
IEF vs ALB
+80.1%
-75.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.3% |
| 7D | -0.3% | -8.6% | +8.3% | -0.4% |
| 30D | -0.6% | -4.0% | +3.5% | -0.6% |
| 3M | -1.0% | -17.4% | +16.4% | -1.2% |
| 6M | -3.1% | -25.4% | +22.3% | -3.4% |
| YTD | -1.9% | -10.5% | +8.7% | -1.8% |
| 1Y | -1.4% | +75.8% | -77.2% | -0.1% |
| 3Y | +9.8% | -28.5% | +38.3% | +9.6% |
| 5Y | -8.8% | -45.1% | +36.3% | -8.8% |
| 10Y | +4.7% | +87.3% | -82.7% | +11.4% |
| All | +4.7% | +80.1% | -75.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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