-2.4%
IEF vs ALB
+68.9%
-71.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | -1.2% | -7.6% | +6.4% | -1.2% |
| 30D | -1.5% | -5.6% | +4.1% | -1.5% |
| 3M | -1.7% | -16.8% | +15.2% | -1.7% |
| 6M | -3.5% | -26.3% | +22.8% | -3.5% |
| YTD | -2.6% | -13.2% | +10.6% | -2.5% |
| 1Y | -2.4% | +68.8% | -71.2% | -1.5% |
| All | -2.4% | +68.9% | -71.3% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling