-8.3%
IEF vs ALB
-43.6%
+35.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.1% |
| 7D | +0.1% | -4.4% | +4.5% | +0.1% |
| 30D | -0.7% | -1.2% | +0.4% | -0.7% |
| 3M | -0.4% | -13.3% | +12.9% | -0.4% |
| 6M | -2.5% | -19.8% | +17.3% | -2.5% |
| YTD | -1.6% | -7.9% | +6.3% | -1.6% |
| 1Y | -1.3% | +60.2% | -61.5% | -1.4% |
| 3Y | +10.1% | -26.4% | +36.5% | +9.9% |
| 5Y | -8.3% | -42.5% | +34.2% | -8.1% |
| All | -8.3% | -43.6% | +35.3% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling